CBOE Volatility Index

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	param	t-stat
$ω$	8.9177	10.09
$α$	0.0843	71.53
$β$	0.9990	9,081.82
$ν$	2.0569	6,613.67

V-Lab

Herti AD Shumen GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:8.46% (+1.48%)

Date Range:

Parameter Estimates

Other Herti AD Shumen Analyses