CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	10.5149	3.66
$α$	0.0838	12.80
$β$	0.9692	100.55
$ν$	4.1098	5.25

V-Lab

Dat Phuong Jsc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:44.54% (+4.13%)

Date Range:

Parameter Estimates

Other Dat Phuong Jsc Analyses