CBOE Volatility Index

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	param	t-stat
$ω$	19.2037	4.21
$α$	0.0889	44.42
$β$	0.9857	284.97
$ν$	3.1618	32.11

V-Lab

Dankotuwa Porcelai GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:43.39% (-1.63%)

Date Range:

Parameter Estimates

Other Dankotuwa Porcelai Analyses