CBOE Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:100.96% (+8.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5249 | 19.53 | |
| 0.2039 | 19.66 | |
| 0.7897 | 147.99 | |
| -0.2039 | -19.16 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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