CBOE Volatility Index

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	param	t-stat
$ω$	2.1990	5.31
$α$	0.1070	7.01
$β$	0.8029	30.48
$γ_{1}$	0.0325	1.16
$γ_{2}$	-0.0796	-1.79
$γ_{3}$	0.1070	3.06
$γ_{4}$	-0.0784	-2.51
$γ_{5}$	0.0178	0.69
$γ_{6}$	0.0026	0.15

V-Lab

Carlos Casado Sa Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.45% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

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