CBOE Volatility Index

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	param	t-stat
$ω$	370.7976	3.49
$α$	0.1247	10.27
$β$	0.8299	15.35
$ν$	2.0048	780.67

V-Lab

Propdo Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:275.69% (-60.20%)

Date Range:

Parameter Estimates

Other Propdo Ltd Analyses