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	param	t-stat
$ω$	2.0052	18.90
$α$	0.1634	22.50
$β$	0.8542	210.54
$γ$	-0.1634	-21.92

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CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 19th, 2026:131.44% (+17.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE NASDAQ-100 Volatility Index Analyses