CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6054	5.70
$α$	0.0520	7.01
$β$	0.9273	92.37
$γ_{1}$	-0.0012	-0.10
$γ_{2}$	-0.0003	-0.01
$γ_{3}$	0.0259	2.14
$γ_{4}$	-0.0391	-4.78

V-Lab

Alony Hetz Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:28.30% (+3.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alony Hetz Analyses