CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.6851	26,851,110.00
$α$	0.4724	4,724,460.00
$β$	0.5260	5,260,310.00
$γ_{1}$	1.0556	10,555,730.00
$γ_{2}$	-1.9322	-19,322,000.00
$γ_{3}$	0.5069	5,069,020.00
$γ_{4}$	1.4288	14,287,780.00
$γ_{5}$	-3.5757	-35,756,900.00
$γ_{6}$	6.4817	64,816,920.00
$γ_{7}$	-9.8955	-98,955,180.00
$γ_{8}$	-38.2268	-382,267,700.00
$γ_{9}$	225.8503	2,258,503,000.00
$γ_{10}$	-977.2110	-9,772,110,000.00

V-Lab

Hoaphat Textbook Printing Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hoaphat Textbook Printing Analyses