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	param	t-stat
$ω$	2.7990	22.65
$α$	0.1837	16.25
$β$	0.8125	101.20
$γ$	-0.1590	-8.87

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CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:139.63% (+14.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE NASDAQ-100 Volatility Index Analyses