CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2053	11.40
$α$	0.1132	13.61
$β$	0.6055	22.83
$γ$	-0.0517	-0.29

V-Lab

Rotem Shani Entrepreneurship AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:32.35% (-2.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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