CBOE Volatility Index

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	param	t-stat
$ω$	0.8712	4.41
$α$	0.0908	3.71
$β$	0.8561	16.31
$γ_{1}$	-0.2229	-0.55
$γ_{2}$	0.2497	0.40
$γ_{3}$	0.1006	0.21
$γ_{4}$	-0.4600	-0.74
$γ_{5}$	0.0963	0.10
$γ_{6}$	1.8262	1.64
$γ_{7}$	-3.1235	-3.59
$γ_{8}$	2.0996	3.49
$γ_{9}$	-0.8741	-1.71
$γ_{10}$	0.9373	1.46

V-Lab

Janana DE Malucho Textile Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:89.59% (-4.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Janana DE Malucho Textile Analyses