CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:106.30% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.61 | |
| 0.0932 | 6.93 | |
| 0.8684 | 79.68 | |
| -0.0903 | -5.86 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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