CBOE Volatility Index

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	param	t-stat
$ω$	0.7813	7.23
$α$	0.1111	125.58
$β$	0.9990	7,135.71
$ν$	2.0709	6,512.23

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Mak-Gabrovo Jsc-Gabrovo GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:5.71% (+1.15%)

Date Range:

Parameter Estimates

Other Mak-Gabrovo Jsc-Gabrovo Analyses