CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1043	4.25
$α$	0.0822	4.85
$β$	0.9038	66.49
$γ$	-0.0661	-2.85

V-Lab

NAM A Commercial Joint Stock GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.35% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NAM A Commercial Joint Stock Analyses