CBOE Volatility Index

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	param	t-stat
$ω$	1.1684	3.62
$α$	0.2572	2.87
$β$	0.4267	2.18
$γ_{1}$	52.8237	3.73
$γ_{2}$	-85.8876	-4.32
$γ_{3}$	57.6142	2.67
$γ_{4}$	-46.7972	-1.48
$γ_{5}$	56.3333	1.54
$γ_{6}$	-116.1478	-3.31

V-Lab

JSC FOR Telecoms Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:7.59% (+1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JSC FOR Telecoms Analyses