CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9857	2.15
$α$	0.1767	0.78
$β$	0.8232	3.65
$γ_{1}$	-1.3511	-1.33
$γ_{2}$	1.5118	1.20
$γ_{3}$	-0.2833	-0.52
$γ_{4}$	0.1825	0.42
$γ_{5}$	0.1813	0.60
$γ_{6}$	-1.0553	-4.07
$γ_{7}$	2.1340	6.77
$γ_{8}$	-2.8329	-2.75

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ACI Formulations PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:27.31% (+4.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ACI Formulations PLC Analyses