CBOE Volatility Index

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	param	t-stat
$ω$	10.1030	10.67
$α$	0.1357	18.62
$β$	0.9357	123.38
$ν$	5.2535	7.35

V-Lab

Macpac Films Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:64.68% (-2.66%)

Date Range:

Parameter Estimates

Other Macpac Films Ltd Analyses