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	param	t-stat
$ω$	4.5200	19.52
$α$	0.2041	19.68
$β$	0.7897	148.10
$γ$	-0.2041	-19.18

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CBOE Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 8th, 2026:85.88% (+3.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Volatility Index Analyses