CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.8877	4.07
$α$	0.0736	3.96
$β$	0.7829	11.43
$γ_{1}$	0.3545	2.26
$γ_{2}$	-0.4870	-2.11
$γ_{3}$	0.1972	1.43
$γ_{4}$	0.0091	0.08
$γ_{5}$	-0.1562	-1.32
$γ_{6}$	0.0215	0.20
$γ_{7}$	0.1255	1.81

V-Lab

Mordechai Aviv Taasiot Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:22.40% (-0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mordechai Aviv Taasiot Analyses