CBOE Volatility Index

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	param	t-stat
$ω$	13.0358	23.36
$α$	0.1615	20.86
$β$	0.9460	170.00
$ν$	42.7115	1.38

V-Lab

Icapital Investment Joint GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:37.66% (-2.34%)

Date Range:

Parameter Estimates

Other Icapital Investment Joint Analyses