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	param	t-stat
$ω$	2.2435	20.49
$α$	0.2886	18.18
$β$	0.7513	124.24
$γ$	-0.2886	-18.40

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CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:95.62% (+29.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses