CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.9710	10.14
$α$	0.2381	8.25
$β$	0.6390	25.01
$γ$	-0.0314	-0.87

V-Lab

Razor Labs GJR-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:63.52% (-3.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Razor Labs Analyses