CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0220	6.88
$α$	0.0773	8.40
$β$	0.9342	345.22
$γ$	-0.0229	-1.75

V-Lab

Auto Nejma GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:66.87% (-2.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Auto Nejma Analyses