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	param	t-stat
$ω$	2.2439	20.52
$α$	0.2879	18.19
$β$	0.7515	124.45
$γ$	-0.2879	-18.40

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CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 6th, 2026:88.12% (+16.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses