CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3534	2.40
$α$	0.0497	3.07
$β$	0.9145	29.33
$γ_{1}$	-0.7434	-1.60
$γ_{2}$	1.2213	1.90
$γ_{3}$	-0.5437	-0.93
$γ_{4}$	-0.2739	-0.40
$γ_{5}$	0.9301	1.51
$γ_{6}$	-1.2572	-2.65
$γ_{7}$	0.8727	1.77
$γ_{8}$	-0.5344	-0.82
$γ_{9}$	2.6175	2.65

V-Lab

Holding Center AD Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 14th, 2026:358.47% (+80.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Holding Center AD Analyses