CBOE S&P 500 9-Day Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:243.34% (+79.57%)
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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