CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.4357	1.94
$α$	0.1346	7.68
$β$	0.6989	14.96
$γ_{1}$	0.0553	0.65
$γ_{2}$	-0.1146	-0.98
$γ_{3}$	0.0999	1.93
$γ_{4}$	-0.0746	-2.52
$γ_{5}$	0.0291	1.19
$γ_{6}$	0.0507	1.18

V-Lab

CTM Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:41.07% (-1.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CTM Analyses