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	param	t-stat
$ω$	2.2561	20.63
$α$	0.2911	18.34
$β$	0.7501	124.50
$γ$	-0.2911	-18.53

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CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:112.72% (+10.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses