CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:93.61% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1985 | 12.68 | |
| 0.1432 | 15.18 | |
| 0.8637 | 155.22 | |
| -0.1432 | -13.93 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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