CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.9079	5.07
$α$	0.1464	7.02
$β$	0.7823	22.47
$γ_{1}$	-0.1289	-1.25
$γ_{2}$	0.1902	1.25
$γ_{3}$	-0.1954	-1.82
$γ_{4}$	0.3666	2.96
$γ_{5}$	-0.4842	-3.52
$γ_{6}$	0.3758	3.64

V-Lab

An Phat Jsc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:17.38% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other An Phat Jsc Analyses