CBOE 1-Day Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:392.86% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.16 | |
| 0.0220 | 2.66 | |
| 0.9800 | 285.05 | |
| -0.0220 | -1.63 |
Estimation Period:
May 13, 2022 to Nov 28, 2025
May 13, 2022 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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