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	param	t-stat
$ω$	2.6864	17.61
$α$	0.1710	17.15
$β$	0.8444	136.21
$γ$	-0.1396	-9.47

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CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 31st, 2025:100.98% (-4.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE DJIA Volatility Index Analyses