CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:106.91% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.64 | |
| 0.0942 | 6.98 | |
| 0.8677 | 79.67 | |
| -0.0911 | -5.90 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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