CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2039	9.36
$α$	0.1384	6.89
$β$	0.8531	118.63
$γ$	-0.0221	-0.71

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Aljouf Mineral Water Bottling GJR-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:34.61% (-2.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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