CBOE VIX Indicative Bid Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:128.24% (-7.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.76 | |
| 0.2027 | 16.65 | |
| 0.8101 | 151.13 | |
| -0.2027 | -15.20 |
Estimation Period:
Sep 18, 2009 to Feb 6, 2026
Sep 18, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CBOE VIX Indicative Bid Index Analyses
Other GJR-GARCH Analyses on Volatility Indices