CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0771	17.12
$α$	0.1410	19.52
$β$	0.8769	285.00
$γ$	-0.0371	-3.10

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Ranpur Foundry GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:25.91% (+1.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ranpur Foundry Analyses