CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.6134	5.68
$α$	0.2011	4.86
$β$	0.6781	12.69
$γ_{1}$	0.8175	1.92
$γ_{2}$	-1.2175	-1.77
$γ_{3}$	0.8960	1.98
$γ_{4}$	-1.0249	-2.71
$γ_{5}$	0.7576	2.22
$γ_{6}$	-0.4373	-1.50
$γ_{7}$	0.6853	1.90
$γ_{8}$	-0.9376	-2.22
$γ_{9}$	0.9165	1.94
$γ_{10}$	-0.8578	-1.33

V-Lab

Bank Center Credit Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.55% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank Center Credit Analyses