CBOE Volatility Index

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	param	t-stat
$ω$	5,283.8100	8.30
$α$	0.0597	123.57
$β$	0.9990	8,121.95
$ν$	2.0007	500,187.00

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C W Mackie Plc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1,371.56% (+111.54%)

Date Range:

Parameter Estimates

Other C W Mackie Plc Analyses