CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.1547	4.49
$α$	0.0306	2.18
$β$	0.9207	23.20
$γ_{1}$	-0.0686	-0.24
$γ_{2}$	-0.1311	-0.25
$γ_{3}$	1.1014	2.28
$γ_{4}$	-1.5810	-2.36
$γ_{5}$	1.3076	1.25
$γ_{6}$	-1.4209	-1.69
$γ_{7}$	1.4115	1.73
$γ_{8}$	-1.2297	-1.24
$γ_{9}$	1.4224	1.29
$γ_{10}$	-1.2621	-1.40

V-Lab

Drouzhba Ad-Razgrad Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:196.15% (+134.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Drouzhba Ad-Razgrad Analyses