CBOE 1-Day Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:378.82% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.22 | |
| 0.0241 | 3.79 | |
| 0.9786 | 295.19 | |
| -0.0241 | -2.42 |
Estimation Period:
May 13, 2022 to Jan 30, 2026
May 13, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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