CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:53.33% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2566 | 20.41 | |
| 0.2884 | 18.06 | |
| 0.7511 | 123.42 | |
| -0.2884 | -18.29 |
Estimation Period:
Jul 17, 2006 to Dec 5, 2025
Jul 17, 2006 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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