CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	26
$α$	0.1758	20.24
$β$	0.5560	26.46
$γ$	0.1308	10.13
$λ_{1}$	0.0199	2.63
$λ_{2}$	0.1836	3.29
$λ_{3}$	0.8031	13.66

V-Lab

OMX Vilnius Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:8.91% (-0.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OMX Vilnius Index Analyses