CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:110.94% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.60 | |
| 0.0926 | 6.90 | |
| 0.8690 | 79.67 | |
| -0.0897 | -5.83 |
Estimation Period:
Jan 7, 2011 to Jan 16, 2026
Jan 7, 2011 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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