CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.0203	3.67
$α$	0.0745	1.69
$β$	0.5589	2.49
$γ_{1}$	0.6735	0.15
$γ_{2}$	-0.0986	-0.01
$γ_{3}$	-0.3014	-0.06
$γ_{4}$	-1.9478	-0.57
$γ_{5}$	6.1345	0.89
$γ_{6}$	-7.1023	-0.67
$γ_{7}$	2.8112	0.22
$γ_{8}$	-1.3905	-0.14
$γ_{9}$	8.4783	1.50
$γ_{10}$	-12.8860	-2.35

V-Lab

Herti AD Shumen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:308.65% (+204.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Herti AD Shumen Analyses