CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.2486	3.17
$α$	0.0607	1.11
$β$	0.6921	2.44
$γ_{1}$	1.7074	0.76
$γ_{2}$	-2.8595	-0.80
$γ_{3}$	3.2883	1.57
$γ_{4}$	-3.6124	-1.84
$γ_{5}$	2.1969	0.85
$γ_{6}$	3.0121	0.69

V-Lab

Herti AD Shumen Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:301.20% (+153.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Herti AD Shumen Analyses