CBOE Volatility Index

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	param	t-stat
$ω$	4.8133	2.73
$α$	0.3739	2.78
$β$	0.4263	5.04
$γ_{1}$	2.7235	5.99
$γ_{2}$	-3.5412	-4.26
$γ_{3}$	0.6803	0.91
$γ_{4}$	-0.0035	-0.01
$γ_{5}$	0.9465	1.09
$γ_{6}$	-2.4987	-1.81
$γ_{7}$	3.8628	2.38
$γ_{8}$	-2.6862	-2.07
$γ_{9}$	0.9918	0.64

V-Lab

Rozachim AD Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:658.92% (+558.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rozachim AD Analyses