CBOE Volatility Index

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	param	t-stat
$ω$	0.9140	2.69
$α$	0.1029	3.14
$β$	0.7125	7.46
$γ_{1}$	2.3524	0.56
$γ_{2}$	-3.5086	-0.59
$γ_{3}$	2.9782	0.68
$γ_{4}$	-4.9006	-0.96
$γ_{5}$	3.1229	0.60
$γ_{6}$	4.6436	1.34
$γ_{7}$	-13.2150	-2.99
$γ_{8}$	18.9431	2.80
$γ_{9}$	-19.7588	-2.68

V-Lab

Advance International Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:38.33% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Advance International Analyses