CBOE Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:112.14% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4904 | 19.41 | |
| 0.2031 | 19.63 | |
| 0.7909 | 148.42 | |
| -0.2031 | -19.12 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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