CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.3845	0.77
$α$	0.0652	1.00
$β$	0.5957	1.45
$γ$	-0.0764	-1.31

V-Lab

Rozachim AD EGARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:18.68% (-5.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rozachim AD Analyses