CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:74.99% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2548 | 12.79 | |
| 0.1456 | 15.17 | |
| 0.8612 | 152.70 | |
| -0.1456 | -13.95 |
Estimation Period:
Jan 7, 2011 to Nov 26, 2025
Jan 7, 2011 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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