CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3088	4.23
$α$	0.0439	1.21
$β$	0.6450	1.54
$γ_{1}$	65.2932	5.40
$γ_{2}$	-114.6887	-5.96
$γ_{3}$	90.5755	6.79
$γ_{4}$	-71.8594	-6.28
$γ_{5}$	49.0054	4.01
$γ_{6}$	-32.2505	-2.13
$γ_{7}$	16.2674	0.81

V-Lab

NAM A Commercial Joint Stock Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.04% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NAM A Commercial Joint Stock Analyses