CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.9970	5.04
$α$	0.1787	8.00
$β$	0.6790	16.80
$γ_{1}$	0.1138	0.44
$γ_{2}$	-0.4099	-1.11
$γ_{3}$	0.7234	2.96
$γ_{4}$	-0.9139	-3.82
$γ_{5}$	0.7229	2.57
$γ_{6}$	-0.3246	-0.94
$γ_{7}$	0.5562	1.60
$γ_{8}$	-1.2357	-2.73
$γ_{9}$	1.3842	2.62
$γ_{10}$	-1.8076	-3.03

V-Lab

An Phat Jsc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:9.00% (+0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other An Phat Jsc Analyses