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	param	t-stat
$ω$	2.2428	20.51
$α$	0.2884	18.21
$β$	0.7516	124.57
$γ$	-0.2884	-18.42

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CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:69.80% (-2.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses