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	param	t-stat
$ω$	0.0175	22.20
$α$	0.0334	3.16
$β$	0.8292	159.87
$γ$	0.2442	17.30

V-Lab

CBOE Low Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:9.20% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Low Volatility Index Analyses