CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2114	8.95
$α$	0.1486	5.42
$β$	0.6775	12.37
$γ_{1}$	0.2435	5.24
$γ_{2}$	-0.3309	-4.75
$γ_{3}$	0.0963	1.93
$γ_{4}$	-0.0659	-1.05

V-Lab

TransCentury Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:58.61% (+16.96%)

Date Range:

Parameter Estimates

News Impact Curve

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