CBOE Volatility Index

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	param	t-stat
$ω$	1.7303	4.93
$α$	0.1550	6.16
$β$	0.7021	16.08
$γ_{1}$	0.6918	1.82
$γ_{2}$	-0.7559	-1.32
$γ_{3}$	0.1106	0.30
$γ_{4}$	-0.3751	-1.03
$γ_{5}$	1.1206	3.29
$γ_{6}$	-1.4466	-4.81
$γ_{7}$	1.1367	2.59
$γ_{8}$	-1.2402	-2.01
$γ_{9}$	1.3063	2.16
$γ_{10}$	-0.9348	-1.49

V-Lab

Commercial Credit And Fin Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.99% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commercial Credit And Fin Analyses