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	param	t-stat
$ω$	2.7960	22.67
$α$	0.1848	16.30
$β$	0.8124	101.43
$γ$	-0.1601	-8.90

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CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:106.18% (-6.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE NASDAQ-100 Volatility Index Analyses