CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	7.5455	1.12
$α$	0.7242	4.85
$β$	0.2619	2.00
$γ_{1}$	-1.8663	-0.84
$γ_{2}$	4.7423	1.37
$γ_{3}$	-5.7178	-2.28
$γ_{4}$	3.1542	1.34
$γ_{5}$	1.3871	0.74
$γ_{6}$	-4.4552	-2.04
$γ_{7}$	9.6686	2.97
$γ_{8}$	-14.1874	-3.26
$γ_{9}$	9.5271	2.21
$γ_{10}$	8.5582	1.39

V-Lab

Varna-Plod AD Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:917.72% (+772.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Varna-Plod AD Analyses