CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.1166	10.03
$α$	0.1782	25.60
$β$	0.9788	403.97
$γ$	-0.0425	-5.19

V-Lab

Mandviwala Mauser EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:80.42% (-3.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mandviwala Mauser Analyses