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	param	t-stat
$ω$	2.6898	17.62
$α$	0.1713	17.26
$β$	0.8442	135.76
$γ$	-0.1403	-9.56

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CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 21st, 2026:163.44% (+76.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE DJIA Volatility Index Analyses