CBOE Volatility Index

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	param	t-stat
$ω$	4.3351	1.58
$α$	0.0294	4.37
$β$	0.9727	38.12
$ν$	3.1187	1.93

V-Lab

Danya Cebus Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:37.45% (-1.24%)

Date Range:

Parameter Estimates

Other Danya Cebus Ltd Analyses