CBOE Volatility Index

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	param	t-stat
$ω$	0.4397	19.29
$α$	0.1641	16.95
$β$	0.7900	130.95
$γ$	0.0100	0.54

V-Lab

National Citizen Commercial JSC GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:34.35% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Citizen Commercial JSC Analyses