CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.7253	27,252,950.00
$α$	0.9623	9,623,290.00
$β$	0.0377	376,700.00
$γ_{1}$	-52.1664	-521,664,000.00
$γ_{2}$	-108.9939	-1,089,939,000.00
$γ_{3}$	156.6933	1,566,933,000.00
$γ_{4}$	102.7404	1,027,404,000.00
$γ_{5}$	-84.2588	-842,587,900.00
$γ_{6}$	-79.0303	-790,303,200.00
$γ_{7}$	24.1051	241,051,200.00
$γ_{8}$	134.6377	1,346,377,000.00
$γ_{9}$	47.9148	479,147,600.00
$γ_{10}$	-316.8862	-3,168,862,000.00

V-Lab

Reisswolf Bulgaria AD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:1,056.04% (+901.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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