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	param	t-stat
$ω$	4.5363	19.57
$α$	0.2046	19.73
$β$	0.7892	147.95
$γ$	-0.2046	-19.22

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CBOE Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:108.62% (-7.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Volatility Index Analyses