CBOE Volatility Index

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	param	t-stat
$ω$	0.0271	6.69
$α$	0.0295	11.64
$β$	0.9688	315.48
$γ$	-0.0037	-1.08

V-Lab

Carlos Casado Sa GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:26.43% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Carlos Casado Sa Analyses