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	param	t-stat
$ω$	5.0000	8.81
$α$	0.0625	11.99
$β$	0.9324	232.34
$γ$	-0.0625	-6.36

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:222.13% (+7.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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