CBOE Volatility Index

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	param	t-stat
$ω$	24.2583	8.70
$α$	0.0933	89.22
$β$	0.9990	8,612.07
$ν$	2.0012	333,538.17

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Varna-Plod AD GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:41.40% (+7.26%)

Date Range:

Parameter Estimates

Other Varna-Plod AD Analyses