CBOE S&P 500 9-Day Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:195.54% (-3.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.72 | |
| 0.0663 | 12.17 | |
| 0.9303 | 231.72 | |
| -0.0663 | -6.50 |
Estimation Period:
Jan 3, 2011 to Nov 26, 2025
Jan 3, 2011 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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