CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:110.75% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.59 | |
| 0.0930 | 6.92 | |
| 0.8685 | 79.50 | |
| -0.0900 | -5.85 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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