CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8855	1.22
$α$	0.0700	3.32
$β$	0.8594	11.17
$γ_{1}$	0.3551	0.14
$γ_{2}$	-1.0808	-0.33
$γ_{3}$	1.1193	0.97
$γ_{4}$	0.0380	0.04
$γ_{5}$	-0.9792	-1.15
$γ_{6}$	0.4270	0.56
$γ_{7}$	-0.9607	-0.75
$γ_{8}$	3.8020	1.28
$γ_{9}$	-6.6551	-1.73
$γ_{10}$	10.1681	1.87

V-Lab

Auto Nejma Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:53.36% (-3.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Auto Nejma Analyses