CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	12.0739	3.42
$α$	0.0798	11.08
$β$	0.9662	94.91
$ν$	4.4198	2.89

V-Lab

Holdsat S A GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:41.87% (+8.10%)

Date Range:

Parameter Estimates

Other Holdsat S A Analyses