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	param	t-stat
$ω$	2.6993	17.67
$α$	0.1705	17.20
$β$	0.8445	135.97
$γ$	-0.1395	-9.50

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CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:113.20% (-5.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE DJIA Volatility Index Analyses