CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1493	2.99
$α$	0.0780	2.36
$β$	0.7945	6.68
$γ_{1}$	11.4791	1.86
$γ_{2}$	-23.9819	-2.73
$γ_{3}$	25.5327	4.30
$γ_{4}$	-20.0394	-2.71
$γ_{5}$	7.1788	0.71

V-Lab

NRB Bank PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:42.12% (+0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NRB Bank PLC Analyses