CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:104.48% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.33 | |
| 0.0905 | 6.71 | |
| 0.8707 | 79.02 | |
| -0.0878 | -5.65 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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