CBOE Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1410	13.83
$α$	0.0557	18.34
$β$	0.8916	231.75
$γ$	0.0455	5.50

V-Lab

Mehadrin GJR-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:29.20% (+1.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mehadrin Analyses