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	param	t-stat
$ω$	4.5474	19.61
$α$	0.2054	19.78
$β$	0.7887	148.03
$γ$	-0.2054	-19.27

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CBOE Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:115.21% (-8.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Volatility Index Analyses