CBOE Volatility Index

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	param	t-stat
$ω$	8.7948	10.63
$α$	0.1324	25.66
$β$	0.9448	171.21
$ν$	4.5432	11.62

V-Lab

Nishat Chunian Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:57.93% (-0.73%)

Date Range:

Parameter Estimates

Other Nishat Chunian Ltd Analyses