CBOE VIX Tail Hedge Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.29% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 18.88 | |
| 0.0555 | 7.29 | |
| 0.8647 | 186.71 | |
| 0.1288 | 11.30 |
Estimation Period:
Mar 31, 2006 to Feb 6, 2026
Mar 31, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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