CBOE Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1302	22.02
$α$	0.1945	30.28
$β$	0.9585	433.53
$γ$	-0.0454	-6.53

V-Lab

Averbuch Formica Centre EGARCH Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:49.51% (-2.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Averbuch Formica Centre Analyses