CBOE Volatility Index

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	param	t-stat
$ω$	4,220.0600	14.61
$α$	0.0819	148.82
$β$	0.9990	14,691.18
$ν$	2.0051	77,118.23

V-Lab

Carlos Casado Sa GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:242.01% (-19.32%)

Date Range:

Parameter Estimates

Other Carlos Casado Sa Analyses