CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.2325	21.81
$α$	0.1016	40.03
$β$	0.8431	459.70
$γ$	0.5967	11.03

V-Lab

Castro Model Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:38.70% (+1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Castro Model Ltd Analyses