CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:84.11% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2709 | 12.84 | |
| 0.1459 | 15.16 | |
| 0.8610 | 152.61 | |
| -0.1459 | -13.94 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Goldman Sachs Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices