CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2359	4.40
$α$	0.1827	6.94
$β$	0.7058	17.47
$γ_{1}$	-0.0733	-1.06
$γ_{2}$	0.1198	1.11
$γ_{3}$	-0.0998	-1.15
$γ_{4}$	0.1241	1.45
$γ_{5}$	-0.1983	-1.92
$γ_{6}$	0.2895	2.95
$γ_{7}$	-0.2856	-4.30
$γ_{8}$	0.2101	3.88
$γ_{9}$	-0.0465	-0.56

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Fauji Fertilizer Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:47.22% (-2.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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