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	param	t-stat
$ω$	4.5540	19.63
$α$	0.2051	19.76
$β$	0.7886	147.78
$γ$	-0.2051	-19.25

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CBOE Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:103.35% (-6.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Volatility Index Analyses