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	param	t-stat
$ω$	5.0000	8.85
$α$	0.0630	12.08
$β$	0.9323	233.72
$γ$	-0.0630	-6.41

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

Volatility Prediction for Friday, March 13th, 2026:224.15% (+5.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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