CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	4.1754	4.86
$α$	0.0409	2.36
$β$	0.8619	11.78
$γ_{1}$	0.6381	1.87
$γ_{2}$	-0.8136	-1.40
$γ_{3}$	0.5470	1.05
$γ_{4}$	-0.8808	-1.61
$γ_{5}$	1.0650	1.84
$γ_{6}$	-1.1196	-2.12
$γ_{7}$	1.1511	2.25
$γ_{8}$	-0.9559	-1.13
$γ_{9}$	0.4667	0.41
$γ_{10}$	0.9565	0.57

V-Lab

Orgtehnica AD Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:244.42% (+128.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orgtehnica AD Analyses