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	param	t-stat
$ω$	2.2386	20.42
$α$	0.2891	18.15
$β$	0.7515	124.24
$γ$	-0.2891	-18.39

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CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:52.05% (+3.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses