CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8566	4.06
$α$	0.0627	3.57
$β$	0.8359	16.32
$γ_{1}$	-0.2369	-0.35
$γ_{2}$	0.6677	0.66
$γ_{3}$	-0.9733	-0.99
$γ_{4}$	0.1806	0.17
$γ_{5}$	1.3846	1.57
$γ_{6}$	-1.9249	-3.00
$γ_{7}$	1.4702	2.68
$γ_{8}$	-0.5179	-1.05
$γ_{9}$	-0.2532	-0.65

V-Lab

Abdullah Sm Abo Moati Statio Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:36.48% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abdullah Sm Abo Moati Statio Analyses