V-Lab
CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 18th, 2025:71.55% (-2.08%)
Analysis last updated: Monday, February 17, 2025 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5752 | 21.88 | |
| 0.1822 | 15.69 | |
| 0.8192 | 107.22 | |
| -0.1563 | -8.92 |
Estimation Period:
Jan 23, 2001 to Feb 14, 2025
Jan 23, 2001 to Feb 14, 2025
News Impact Curve
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