CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	11.0660	1.25
$α$	0.7941	6.97
$β$	0.1675	3.28
$γ_{1}$	0.0217	0.03
$γ_{2}$	0.5619	0.59
$γ_{3}$	-0.8650	-1.07
$γ_{4}$	-0.1709	-0.28
$γ_{5}$	1.5865	3.17
$γ_{6}$	-1.7176	-2.19
$γ_{7}$	-0.1825	-0.19
$γ_{8}$	2.3926	2.11
$γ_{9}$	-3.1039	-2.94
$γ_{10}$	3.8178	2.21

V-Lab

Mak-Gabrovo Jsc-Gabrovo Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:953.14% (+864.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mak-Gabrovo Jsc-Gabrovo Analyses