CBOE Volatility Index

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	param	t-stat
$ω$	1.1513	7.53
$α$	0.0467	5.37
$β$	0.9127	46.72
$γ_{1}$	-0.0830	-1.42
$γ_{2}$	0.2336	2.40
$γ_{3}$	-0.3325	-3.81
$γ_{4}$	0.2850	3.83
$γ_{5}$	-0.1452	-2.60
$γ_{6}$	0.0913	1.77
$γ_{7}$	-0.0665	-1.31
$γ_{8}$	0.0406	0.76
$γ_{9}$	-0.0783	-0.77

V-Lab

Electra Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:28.84% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Electra Ltd Analyses