CBOE Volatility Index

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	param	t-stat
$ω$	0.9920	3.76
$α$	0.1136	1.31
$β$	0.4028	0.98
$γ_{1}$	-7.1936	-1.58
$γ_{2}$	14.1551	2.05
$γ_{3}$	-11.5401	-2.04
$γ_{4}$	7.6322	1.06

V-Lab

Modern Mills Company Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:26.84% (+2.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Modern Mills Company Analyses