The geometry of multiparameter 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.