CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	4.6092	3.94
$α$	0.2001	5.58
$β$	0.3492	3.22
$γ_{1}$	2.7982	6.59
$γ_{2}$	-3.9703	-6.68
$γ_{3}$	2.2610	4.77
$γ_{4}$	-1.5297	-3.19
$γ_{5}$	0.5369	1.12
$γ_{6}$	-0.7883	-1.44
$γ_{7}$	1.6976	2.88
$γ_{8}$	-1.7148	-3.09
$γ_{9}$	0.7798	1.32
$γ_{10}$	0.2085	0.32

V-Lab

Unicap Modaraba Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:64.16% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Unicap Modaraba Analyses