CBOE S&P 500 6-Month Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:37.57% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8972 | 18.90 | |
| 0.2877 | 18.42 | |
| 0.7729 | 126.27 | |
| -0.2877 | -18.00 |
Estimation Period:
Jan 2, 2008 to Nov 28, 2025
Jan 2, 2008 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other CBOE S&P 500 6-Month Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices