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	param	t-stat
$ω$	5.0000	8.82
$α$	0.0627	12.03
$β$	0.9324	233.27
$γ$	-0.0627	-6.39

V-Lab

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

Volatility Prediction for Friday, March 6th, 2026:213.78% (+2.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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