CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7564	7.95
$α$	0.1681	6.32
$β$	0.4808	6.36
$γ_{1}$	-0.3075	-3.07
$γ_{2}$	0.4688	2.81
$γ_{3}$	-0.1582	-1.26
$γ_{4}$	-0.0019	-0.02
$γ_{5}$	-0.0491	-0.48
$γ_{6}$	0.1058	0.93
$γ_{7}$	-0.0441	-0.27
$γ_{8}$	0.0322	0.15
$γ_{9}$	-0.3758	-1.68
$γ_{10}$	1.0811	4.24

V-Lab

C W Mackie Plc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 29th, 2026:54.00% (-2.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other C W Mackie Plc Analyses