CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	5.0000	3.05
$α$	0.1087	0.82
$β$	0.3725	2.89
$γ$	-0.1087	-0.72

V-Lab

ITF Group AD GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:45.24% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITF Group AD Analyses