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	param	t-stat
$ω$	2.2158	20.32
$α$	0.2885	18.18
$β$	0.7527	124.90
$γ$	-0.2885	-18.43

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CBOE 3-Month Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:89.20% (-9.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses