CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.3151	3.56
$α$	0.4236	46.84
$β$	0.5759	63.00
$γ_{1}$	-1.5494	-1.68
$γ_{2}$	1.6071	1.12
$γ_{3}$	-0.1089	-0.11
$γ_{4}$	0.1181	0.17
$γ_{5}$	-0.2582	-0.59
$γ_{6}$	0.5553	1.23
$γ_{7}$	-0.6386	-1.18
$γ_{8}$	0.5229	0.69
$γ_{9}$	0.0326	0.03
$γ_{10}$	-31.3028	-19.55

V-Lab

NIS AD Novi SAD Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 9th, 2025:0.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NIS AD Novi SAD Analyses