CBOE Volatility Index

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	param	t-stat
$ω$	1.2766	4.31
$α$	0.1531	5.80
$β$	0.7241	18.78
$γ_{1}$	-0.4363	-2.64
$γ_{2}$	0.7957	2.82
$γ_{3}$	-0.6504	-2.59
$γ_{4}$	0.5333	2.64
$γ_{5}$	-0.5056	-3.05
$γ_{6}$	0.5377	3.89
$γ_{7}$	-0.4187	-3.05
$γ_{8}$	0.1312	1.01
$γ_{9}$	0.0860	0.55
$γ_{10}$	-0.0141	-0.05

V-Lab

Saudi Fransi Cooperative Ins Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:34.25% (-2.05%)

Date Range:

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News Impact Curve

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