CBOE Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0542	12.00
$α$	0.0511	16.60
$β$	0.9348	411.43
$γ$	0.0282	3.95

V-Lab

Rigolleau GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:50.60% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rigolleau Analyses