CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:102.52% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.44 | |
| 0.0916 | 6.79 | |
| 0.8700 | 79.38 | |
| -0.0889 | -5.72 |
Estimation Period:
Jan 7, 2011 to Dec 5, 2025
Jan 7, 2011 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Google Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices