CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.2313	23.76
$α$	0.1565	16.02
$β$	0.7450	104.81
$γ$	-0.0252	-1.58

V-Lab

De Tam Jsc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.58% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other De Tam Jsc Analyses