CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0101	8.96
$α$	0.0222	11.00
$β$	0.9598	863.13
$γ$	0.0349	8.41

V-Lab

Alony Hetz GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:26.58% (+3.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alony Hetz Analyses