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	param	t-stat
$ω$	2.7601	22.47
$α$	0.1837	16.17
$β$	0.8136	102.33
$γ$	-0.1589	-8.92

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CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 8th, 2026:74.26% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE NASDAQ-100 Volatility Index Analyses