CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5505	1.35
$α$	0.2285	5.73
$β$	0.4390	4.26
$γ_{1}$	14.3683	3.07
$γ_{2}$	-19.5375	-3.71
$γ_{3}$	4.1818	1.76
$γ_{4}$	2.1894	0.80
$γ_{5}$	-1.7084	-0.68
$γ_{6}$	0.8193	0.36
$γ_{7}$	-0.5657	-0.25
$γ_{8}$	-0.8639	-0.38
$γ_{9}$	3.2662	1.37
$γ_{10}$	-5.3484	-1.65

V-Lab

Oragroup SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.72% (+5.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oragroup SA Analyses