CBOE Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.1086	32.85
$α$	0.2161	21.33
$β$	0.5930	84.66
$γ$	0.1084	4.36

V-Lab

Soneri Bank Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:32.72% (+0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Soneri Bank Ltd Analyses