CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:147.69% (+94.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2228 | 20.09 | |
| 0.2861 | 17.82 | |
| 0.7542 | 123.51 | |
| -0.2861 | -18.13 |
Estimation Period:
Jul 17, 2006 to Oct 10, 2025
Jul 17, 2006 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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