CBOE Volatility Index

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	param	t-stat
$ω$	14.4906	4.81
$α$	0.1263	9.26
$β$	0.8967	37.98
$ν$	3.2508	6.82

V-Lab

CI Systems Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:60.09% (-9.87%)

Date Range:

Parameter Estimates

Other CI Systems Ltd Analyses