CBOE Google Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:110.47% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.39 | |
| 0.0909 | 6.74 | |
| 0.8706 | 79.31 | |
| -0.0883 | -5.68 |
Estimation Period:
Jan 7, 2011 to Nov 14, 2025
Jan 7, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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