CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5343	2.44
$α$	0.2559	6.58
$β$	0.3412	4.53
$γ_{1}$	-0.7197	-1.77
$γ_{2}$	0.8556	1.58
$γ_{3}$	-0.0321	-0.12
$γ_{4}$	-0.4458	-1.80
$γ_{5}$	1.0253	3.95
$γ_{6}$	-1.6174	-5.05
$γ_{7}$	1.7436	5.31
$γ_{8}$	-1.1150	-4.65

V-Lab

Dari Couspate Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 6th, 2026:36.85% (-0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dari Couspate Analyses