CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0000	0.00
$β$	0.8321	0.99
$γ$	0.0618	0.17
$λ_{1}$	5.5365	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0372	0.00

V-Lab

Herti AD Shumen MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:34.56% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Herti AD Shumen Analyses