CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0405	7.19
$α$	0.1488	5.12
$β$	0.6039	6.81
$γ_{1}$	0.0817	0.66
$γ_{2}$	-0.2553	-1.36
$γ_{3}$	0.4832	3.39
$γ_{4}$	-0.8860	-4.27

V-Lab

Agp Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:53.11% (-8.21%)

Date Range:

Parameter Estimates

News Impact Curve

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