CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:62.92% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2487 | 20.31 | |
| 0.2875 | 17.97 | |
| 0.7520 | 123.38 | |
| -0.2875 | -18.22 |
Estimation Period:
Jul 17, 2006 to Oct 31, 2025
Jul 17, 2006 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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