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	param	t-stat
$ω$	5.0000	8.72
$α$	0.0661	12.19
$β$	0.9304	231.32
$γ$	-0.0661	-6.56

V-Lab

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

Volatility Prediction for Friday, January 2nd, 2026:176.87% (-1.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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