CBOE Volatility Index

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	param	t-stat
$ω$	2.1712	0.55
$α$	0.1335	4.25
$β$	0.9990	784.76
$ν$	2.0000	568.50

V-Lab

Zvi Sarfati & Sons Inv & Con GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:170,576.89% (-35,773.33%)

Date Range:

Parameter Estimates

Other Zvi Sarfati & Sons Inv & Con Analyses