CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.7923	4.46
$α$	0.1862	6.86
$β$	0.7170	18.03
$γ_{1}$	-0.1075	-0.86
$γ_{2}$	0.5728	2.98
$γ_{3}$	-1.0339	-6.02
$γ_{4}$	0.9901	5.33
$γ_{5}$	-0.5772	-2.84
$γ_{6}$	0.3439	1.79
$γ_{7}$	-0.4799	-2.78
$γ_{8}$	0.5420	3.22
$γ_{9}$	-0.3108	-2.04
$γ_{10}$	-0.0959	-0.44

V-Lab

Pan Jamaica Inv Tst Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:57.53% (+10.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pan Jamaica Inv Tst Analyses