CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:108.36% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.59 | |
| 0.0926 | 6.90 | |
| 0.8688 | 79.56 | |
| -0.0897 | -5.83 |
Estimation Period:
Jan 7, 2011 to Jan 23, 2026
Jan 7, 2011 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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