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	param	t-stat
$ω$	4.5073	19.50
$α$	0.2039	19.70
$β$	0.7900	148.35
$γ$	-0.2039	-19.19

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CBOE Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:87.38% (-3.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Volatility Index Analyses