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	param	t-stat
$ω$	2.1895	12.67
$α$	0.1427	15.18
$β$	0.8641	155.73
$γ$	-0.1427	-13.93

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CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:98.70% (+0.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Goldman Sachs Volatility Index Analyses