CBOE VIX Indicative Ask Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:144.69% (-12.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.79 | |
| 0.2244 | 14.53 | |
| 0.7926 | 132.74 | |
| -0.2244 | -15.01 |
Estimation Period:
Sep 18, 2009 to Feb 6, 2026
Sep 18, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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