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	param	t-stat
$ω$	2.8102	22.72
$α$	0.1856	16.31
$β$	0.8116	101.17
$γ$	-0.1609	-8.94

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CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:136.84% (-3.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE NASDAQ-100 Volatility Index Analyses