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	param	t-stat
$ω$	5.0000	8.55
$α$	0.2041	8.59
$β$	0.8228	75.97
$γ$	-0.2041	-7.70

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CBOE IBM Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:98.62% (-2.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE IBM Volatility Index Analyses