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	param	t-stat
$ω$	5.0000	8.72
$α$	0.2023	8.93
$β$	0.8265	77.89
$γ$	-0.2023	-7.98

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CBOE IBM Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:149.10% (-8.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE IBM Volatility Index Analyses