CBOE Volatility Index

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	param	t-stat
$ω$	0.5676	24.99
$α$	0.1959	38.52
$β$	0.7517	131.30
$γ$	-0.1059	-1.43

V-Lab

National Citizen Commercial JSC AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.59% (+1.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Citizen Commercial JSC Analyses