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	param	t-stat
$ω$	2.6397	17.70
$α$	0.1719	17.36
$β$	0.8464	140.21
$γ$	-0.1421	-9.69

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CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:245.85% (-19.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE DJIA Volatility Index Analyses