CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	61
$α$	0.1602	16.19
$β$	0.6261	48.54
$γ$	0.0274	3.45
$λ_{1}$	0.4613	1.09
$λ_{2}$	0.7667	2.22
$λ_{3}$	0.2241	0.57

V-Lab

An Phat Jsc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:13.88% (+0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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