CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4352	1.40
$α$	0.1375	7.57
$β$	0.6867	13.43
$γ_{1}$	0.0638	0.25
$γ_{2}$	-0.0487	-0.15
$γ_{3}$	-0.1223	-0.92
$γ_{4}$	0.2088	2.12
$γ_{5}$	-0.1530	-2.12
$γ_{6}$	0.0534	0.92
$γ_{7}$	-0.0399	-0.80
$γ_{8}$	0.0889	1.57
$γ_{9}$	-0.0669	-1.43

V-Lab

CTM Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:37.73% (-1.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CTM Analyses