CBOE Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.3223	19.47
$α$	0.3046	9.33
$β$	0.4392	19.61
$γ$	0.0124	0.27

V-Lab

Lab Richmond GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:46.73% (+2.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lab Richmond Analyses