CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:106.49% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.41 | |
| 0.0910 | 6.75 | |
| 0.8703 | 79.34 | |
| -0.0884 | -5.69 |
Estimation Period:
Jan 7, 2011 to Nov 26, 2025
Jan 7, 2011 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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