The geometry of multi-parameter families of quantum states is important in numerous contexts, including adiabatic or nonadiabatic quantum dynamics, quantum quenches, and the characterization of quantum critical points. Here, we discuss the Hilbert-space geometry of eigenstates of parameter-dependent random-matrix ensembles, deriving the full probability distribution of the quantum geometric tensor for the Gaussian Unitary Ensemble. Our analytical results give the exact joint distribution function of the Fubini-Study metric and the Berry curvature. We discuss relations to Levy stable distributions and compare our results to numerical simulations of random-matrix ensembles as well as electrons in a random magnetic field.