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	param	t-stat
$ω$	2.1854	12.63
$α$	0.1441	15.20
$β$	0.8636	155.46
$γ$	-0.1441	-13.97

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CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 8th, 2026:76.08% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Goldman Sachs Volatility Index Analyses