CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0887	8.87
$α$	0.0662	5.22
$β$	0.8500	26.91
$γ_{1}$	-0.0165	-2.94
$γ_{2}$	0.0348	4.31
$γ_{3}$	-0.0262	-6.30

V-Lab

Castro Model Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:46.18% (+1.10%)

Date Range:

Parameter Estimates

News Impact Curve

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