CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0027	6.41
$α$	0.1860	11.98
$β$	0.6342	19.70
$γ_{1}$	-0.0512	-1.25
$γ_{2}$	0.0285	0.50
$γ_{3}$	0.0716	2.14
$γ_{4}$	-0.0954	-2.64
$γ_{5}$	0.0858	2.22
$γ_{6}$	-0.0121	-0.35
$γ_{7}$	-0.0947	-2.97
$γ_{8}$	0.1695	4.03

V-Lab

National Refinery Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:56.29% (+1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Refinery Ltd Analyses