CBOE Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:102.71% (-6.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5093 | 19.49 | |
| 0.2036 | 19.66 | |
| 0.7903 | 148.49 | |
| -0.2036 | -19.15 |
Estimation Period:
Jan 2, 1990 to Nov 26, 2025
Jan 2, 1990 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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