CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	31
$α$	0.1296	26.60
$β$	0.6671	58.07
$γ$	0.0325	4.86
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0047	2.64
$λ_{3}$	0.9951	434.72

V-Lab

Dic Holdings Construction MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:31.71% (+1.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dic Holdings Construction Analyses