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	param	t-stat
$ω$	4.5641	19.66
$α$	0.2066	19.84
$β$	0.7879	147.88
$γ$	-0.2066	-19.33

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CBOE Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:162.41% (+11.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Volatility Index Analyses