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	param	t-stat
$ω$	5.0000	8.71
$α$	0.0667	12.26
$β$	0.9300	230.71
$γ$	-0.0667	-6.63

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CBOE S&P 500 9-Day Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:246.86% (-6.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 9-Day Volatility Index Analyses