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	param	t-stat
$ω$	5.0000	8.82
$α$	0.0628	12.04
$β$	0.9324	233.44
$γ$	-0.0628	-6.39

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CBOE S&P 500 9-Day Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 27th, 2026:208.94% (-4.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 9-Day Volatility Index Analyses