CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:87.28% (+11.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2660 | 12.82 | |
| 0.1462 | 15.17 | |
| 0.8607 | 152.25 | |
| -0.1462 | -13.95 |
Estimation Period:
Jan 7, 2011 to Nov 14, 2025
Jan 7, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Goldman Sachs Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices