CBOE Volatility Index

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	param	t-stat
$ω$	1.3578	5.30
$α$	0.1210	7.79
$β$	0.8062	43.80
$γ_{1}$	-0.2465	-3.95
$γ_{2}$	0.3593	3.80
$γ_{3}$	-0.1413	-1.77
$γ_{4}$	-0.0337	-0.38
$γ_{5}$	0.2324	2.79
$γ_{6}$	-0.3005	-4.14
$γ_{7}$	0.2032	3.15
$γ_{8}$	-0.1275	-2.11
$γ_{9}$	0.0764	1.77

V-Lab

Naphtha Israel Petroleum Cor Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:23.66% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Naphtha Israel Petroleum Cor Analyses