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	param	t-stat
$ω$	4.5643	19.64
$α$	0.2061	19.79
$β$	0.7880	147.43
$γ$	-0.2061	-19.28

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CBOE Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:138.24% (-12.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Volatility Index Analyses