CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.3865	2.59
$α$	0.0281	1.94
$β$	0.9212	19.58
$γ_{1}$	-0.8885	-2.94
$γ_{2}$	1.6430	2.90
$γ_{3}$	-1.0134	-1.38
$γ_{4}$	0.5645	0.79
$γ_{5}$	-0.8052	-1.80
$γ_{6}$	0.9878	2.36
$γ_{7}$	-1.3447	-2.59
$γ_{8}$	3.2413	6.75

V-Lab

Drouzhba Ad-Razgrad Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:400.20% (+41.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Drouzhba Ad-Razgrad Analyses