CBOE S&P 500 One-Year Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:26.57% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7015 | 30.42 | |
| 0.3551 | 11.80 | |
| 0.6931 | 95.78 | |
| -0.2939 | -8.43 |
Estimation Period:
Jan 3, 2007 to Nov 28, 2025
Jan 3, 2007 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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