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	param	t-stat
$ω$	0.8921	18.94
$α$	0.2886	18.53
$β$	0.7725	126.75
$γ$	-0.2886	-18.10

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CBOE S&P 500 6-Month Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:62.17% (+20.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 6-Month Volatility Index Analyses