CBOE Volatility Index

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	param	t-stat
$ω$	1.3183	4.47
$α$	0.1528	5.85
$β$	0.7272	19.26
$γ_{1}$	-0.4026	-2.45
$γ_{2}$	0.7409	2.63
$γ_{3}$	-0.6107	-2.43
$γ_{4}$	0.4977	2.45
$γ_{5}$	-0.4721	-2.83
$γ_{6}$	0.5030	3.60
$γ_{7}$	-0.3787	-2.73
$γ_{8}$	0.0811	0.63
$γ_{9}$	0.1619	1.26
$γ_{10}$	-0.1787	-1.76

V-Lab

Saudi Fransi Cooperative Ins Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:30.69% (-1.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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