CBOE Volatility Index

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	param	t-stat
$ω$	1.7460	2.89
$α$	0.1146	7.26
$β$	0.7612	24.76
$γ_{1}$	-0.1013	-0.75
$γ_{2}$	0.2084	1.13
$γ_{3}$	-0.2610	-2.30
$γ_{4}$	0.2575	1.97
$γ_{5}$	-0.0917	-0.76
$γ_{6}$	0.0020	0.02
$γ_{7}$	-0.0458	-0.59
$γ_{8}$	0.0306	0.40
$γ_{9}$	0.0682	1.00
$γ_{10}$	-0.3145	-2.84

V-Lab

Carlos Casado Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:20.88% (-1.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Carlos Casado Sa Analyses