CBOE Global Markets Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.29% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1102 | 15.12 | |
| 0.0411 | 9.06 | |
| 0.8654 | 132.50 | |
| 0.0895 | 8.25 |
Estimation Period:
Jun 15, 2010 to Feb 13, 2026
Jun 15, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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