V-Lab
CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:163.76% (-9.95%)
Analysis last updated: Monday, December 30, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5575 | 21.64 | |
| 0.1848 | 15.70 | |
| 0.8189 | 107.26 | |
| -0.1588 | -9.03 |
Estimation Period:
Jan 23, 2001 to Dec 27, 2024
Jan 23, 2001 to Dec 27, 2024
News Impact Curve
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