CBOE S&P 500 9-Day Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:237.11% (-0.27%)
Parameter Estimates
param | t-stat | |
---|---|---|
5.0000 | 8.69 | |
0.0664 | 12.12 | |
0.9303 | 230.45 | |
-0.0664 | -6.49 |
Estimation Period:
Jan 3, 2011 to Oct 10, 2025
Jan 3, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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