CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:79.05% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2221 | 12.73 | |
| 0.1450 | 15.19 | |
| 0.8623 | 154.01 | |
| -0.1450 | -13.97 |
Estimation Period:
Jan 7, 2011 to Dec 12, 2025
Jan 7, 2011 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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