V-Lab
CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:81.02% (-3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6010 | 22.15 | |
| 0.1829 | 15.88 | |
| 0.8186 | 107.23 | |
| -0.1572 | -8.98 |
Estimation Period:
Jan 23, 2001 to May 2, 2025
Jan 23, 2001 to May 2, 2025
News Impact Curve
Volatility Forecasts
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