CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:111.88% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.32 | |
| 0.0897 | 6.66 | |
| 0.8714 | 79.12 | |
| -0.0872 | -5.61 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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