CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0884	8.89
$α$	0.1516	16.62
$β$	0.9761	297.69
$γ$	0.0364	3.69

V-Lab

Auto Nejma EGARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:74.44% (-4.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Auto Nejma Analyses