CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.1710	1.32
$α$	0.1137	3.99
$β$	0.7871	12.41
$γ_{1}$	-0.3781	-0.19
$γ_{2}$	1.0264	0.40
$γ_{3}$	-0.9293	-1.00
$γ_{4}$	0.4445	0.70
$γ_{5}$	-0.3577	-0.64
$γ_{6}$	0.5151	0.95
$γ_{7}$	-1.6389	-2.60
$γ_{8}$	3.0202	3.99
$γ_{9}$	-2.4364	-2.75
$γ_{10}$	1.4941	1.38

V-Lab

Agma Lahlou-Tazi SA Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:52.21% (-1.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Agma Lahlou-Tazi SA Analyses