CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:99.39% (+12.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2478 | 20.35 | |
| 0.2866 | 18.00 | |
| 0.7523 | 123.63 | |
| -0.2866 | -18.23 |
Estimation Period:
Jul 17, 2006 to Nov 14, 2025
Jul 17, 2006 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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