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	param	t-stat
$ω$	5.0000	8.57
$α$	0.2056	8.65
$β$	0.8229	76.38
$γ$	-0.2056	-7.75

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CBOE IBM Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:133.89% (-8.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE IBM Volatility Index Analyses