CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7015	4.88
$α$	0.1549	6.15
$β$	0.7028	16.09
$γ_{1}$	0.6492	1.71
$γ_{2}$	-0.6864	-1.20
$γ_{3}$	0.0597	0.16
$γ_{4}$	-0.3280	-0.91
$γ_{5}$	1.0751	3.16
$γ_{6}$	-1.4014	-4.69
$γ_{7}$	1.0833	2.52
$γ_{8}$	-1.1490	-1.93
$γ_{9}$	1.1084	2.05
$γ_{10}$	-0.4331	-1.34

V-Lab

Commercial Credit And Fin Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.08% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commercial Credit And Fin Analyses