V-Lab
CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:110.16% (-7.95%)
Analysis last updated: Friday, January 31, 2025 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6388 | 22.08 | |
| 0.1873 | 15.70 | |
| 0.8149 | 106.31 | |
| -0.1609 | -9.09 |
Estimation Period:
Jan 23, 2001 to Jan 24, 2025
Jan 23, 2001 to Jan 24, 2025
News Impact Curve
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