CBOE Volatility Index

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	param	t-stat
$ω$	1.5925	2.35
$α$	0.0979	6.18
$β$	0.7971	24.22
$γ_{1}$	0.6075	2.41
$γ_{2}$	-1.0427	-3.14
$γ_{3}$	0.7151	4.36
$γ_{4}$	-0.4088	-2.11
$γ_{5}$	0.1418	0.55
$γ_{6}$	0.0507	0.21
$γ_{7}$	-0.1483	-0.92
$γ_{8}$	0.2138	1.76
$γ_{9}$	-0.2078	-2.43

V-Lab

Chubb Arabia Cooperative Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:36.72% (-0.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chubb Arabia Cooperative Analyses