CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.2615	3.45
$α$	-0.3348	-8.17
$β$	0.7686	33.72
$γ$	0.5875	12.41

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ITF Group AD EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:47.51% (-6.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITF Group AD Analyses