CBOE Volatility Index

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	param	t-stat
$ω$	4.4305	3.23
$α$	0.0494	37.12
$β$	0.9919	392.97
$ν$	3.5664	13.57

V-Lab

Melisron Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:29.36% (-1.19%)

Date Range:

Parameter Estimates

Other Melisron Ltd Analyses