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	param	t-stat
$ω$	2.2086	12.70
$α$	0.1436	15.17
$β$	0.8632	154.70
$γ$	-0.1436	-13.92

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CBOE Goldman Sachs Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:91.14% (-3.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Goldman Sachs Volatility Index Analyses