CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:109.51% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.60 | |
| 0.0931 | 6.93 | |
| 0.8686 | 79.68 | |
| -0.0901 | -5.85 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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