CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0000	9.69
$α$	0.1162	26.88
$β$	0.7970	109.01
$γ$	0.0250	1.98
$δ$	1.9669	24.84

V-Lab

Dic Holdings Construction APARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:38.10% (+1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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