CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0700	11.60
$α$	0.0281	14.09
$β$	0.9405	364.95
$γ$	0.0346	6.11

V-Lab

Castro Model Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:46.24% (+1.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Castro Model Ltd Analyses