CBOE Volatility Index

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	param	t-stat
$ω$	40.0739	7.54
$α$	0.0827	111.45
$β$	0.9990	7,511.28
$ν$	2.0008	500,205.75

V-Lab

Delta Credit SPV GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, January 28th, 2026:56.83% (-6.92%)

Date Range:

Parameter Estimates

Other Delta Credit SPV Analyses