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	param	t-stat
$ω$	5.0000	9.92
$α$	0.1422	24.00
$β$	0.8977	194.65
$γ$	-0.1292	-11.53

V-Lab

CBOE S&P 500 Spot Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:271.53% (-10.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Spot Volatility Index Analyses