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	param	t-stat
$ω$	5.0000	8.58
$α$	0.2015	8.53
$β$	0.8248	76.68
$γ$	-0.2015	-7.66

V-Lab

CBOE IBM Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:129.35% (-7.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE IBM Volatility Index Analyses