CBOE Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:148.42% (+6.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5100 | 19.49 | |
| 0.2031 | 19.63 | |
| 0.7904 | 148.32 | |
| -0.2031 | -19.12 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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