CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8758	1.31
$α$	0.0819	3.44
$β$	0.8231	14.37
$γ_{1}$	0.3052	0.13
$γ_{2}$	-1.0131	-0.33
$γ_{3}$	1.1108	1.00
$γ_{4}$	-0.0161	-0.02
$γ_{5}$	-0.8529	-1.06
$γ_{6}$	0.2080	0.29
$γ_{7}$	-0.5990	-0.52
$γ_{8}$	2.7147	1.05
$γ_{9}$	-3.0380	-0.92
$γ_{10}$	1.6555	0.73

V-Lab

Auto Nejma Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:39.68% (-3.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Auto Nejma Analyses