CBOE Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:213.33% (+130.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4776 | 19.34 | |
| 0.2027 | 19.51 | |
| 0.7914 | 148.29 | |
| -0.2027 | -19.03 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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