CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	96
$α$	0.0989	18.43
$β$	0.8061	77.49
$γ$	0.0055	0.57
$λ_{1}$	0.4637	1.41
$λ_{2}$	0.1248	1.48
$λ_{3}$	0.8445	7.76

V-Lab

Dankotuwa Porcelai MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:58.14% (-3.86%)

Date Range:

Parameter Estimates

News Impact Curve

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