CBOE S&P 500 One-Year Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:26.59% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7035 | 30.48 | |
| 0.3558 | 11.78 | |
| 0.6926 | 95.71 | |
| -0.2943 | -8.42 |
Estimation Period:
Jan 3, 2007 to Nov 7, 2025
Jan 3, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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