V-Lab
CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 17th, 2025:70.50% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6040 | 22.19 | |
| 0.1822 | 15.89 | |
| 0.8189 | 107.01 | |
| -0.1569 | -8.93 |
Estimation Period:
Jan 23, 2001 to Jul 11, 2025
Jan 23, 2001 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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