CBOE Volatility Index

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	param	t-stat
$ω$	1.2976	4.14
$α$	0.0404	1.16
$β$	0.6551	1.51
$γ_{1}$	64.7287	5.35
$γ_{2}$	-113.8605	-5.93
$γ_{3}$	90.2649	6.80
$γ_{4}$	-72.0839	-6.36
$γ_{5}$	50.1422	4.31
$γ_{6}$	-35.2755	-2.82
$γ_{7}$	24.1397	2.56

V-Lab

NAM A Commercial Joint Stock Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.74% (+0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NAM A Commercial Joint Stock Analyses