CBOE VIX Indicative Ask Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:96.64% (-4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.68 | |
| 0.2215 | 14.30 | |
| 0.7938 | 131.93 | |
| -0.2215 | -14.79 |
Estimation Period:
Sep 18, 2009 to Nov 28, 2025
Sep 18, 2009 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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