CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1721	5.10
$α$	0.4905	11.60
$β$	0.9378	79.61
$γ$	-0.4327	-14.00

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Varna-Plod AD EGARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:101.36% (+12.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Varna-Plod AD Analyses