CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	4.2865	2.89
$α$	0.3436	2.49
$β$	0.4114	4.31
$γ_{1}$	2.6031	5.80
$γ_{2}$	-3.3782	-4.13
$γ_{3}$	0.6257	0.85
$γ_{4}$	0.0479	0.07
$γ_{5}$	0.8113	0.93
$γ_{6}$	-2.1716	-1.56
$γ_{7}$	3.0711	1.84
$γ_{8}$	-1.1166	-0.79
$γ_{9}$	-1.5203	-1.82

V-Lab

Rozachim AD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:628.97% (+552.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rozachim AD Analyses