CBOE Volatility Index

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	param	t-stat
$ω$	7.6891	2.72
$α$	0.1129	28.11
$β$	0.9671	79.21
$ν$	2.2747	56.36

V-Lab

Vilkyskiu Pienine GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:25.67% (-3.38%)

Date Range:

Parameter Estimates

Other Vilkyskiu Pienine Analyses