CBOE Volatility Index

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	param	t-stat
$ω$	0.5236	9.50
$α$	0.1212	11.73
$β$	0.8142	86.87
$γ$	0.0225	1.31

V-Lab

Commercial Credit And Fin GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:29.87% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commercial Credit And Fin Analyses