CBOE Volatility Index

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	param	t-stat
$ω$	0.8231	4.08
$α$	0.0893	4.11
$β$	0.7791	15.47
$γ_{1}$	-0.3626	-1.59
$γ_{2}$	0.4000	1.20
$γ_{3}$	0.0090	0.04
$γ_{4}$	-0.0093	-0.04
$γ_{5}$	-0.1082	-0.51
$γ_{6}$	0.1342	0.64
$γ_{7}$	-0.2974	-1.37
$γ_{8}$	0.6794	2.92
$γ_{9}$	-0.8000	-1.91

V-Lab

Salomon A. Angel Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:45.25% (-3.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Salomon A. Angel Analyses