CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6484	5.15
$α$	0.0414	4.61
$β$	0.9004	39.94
$γ_{1}$	-0.2054	-3.39
$γ_{2}$	0.3700	4.06
$γ_{3}$	-0.2405	-3.65
$γ_{4}$	0.1033	1.70
$γ_{5}$	-0.0438	-0.62
$γ_{6}$	0.1058	1.41
$γ_{7}$	-0.2080	-2.77
$γ_{8}$	0.2395	2.25

V-Lab

Bank Of Jerusalem Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:26.22% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank Of Jerusalem Ltd Analyses