CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.1203	8.57
$α$	0.2096	5.10
$β$	0.4920	6.82
$γ_{1}$	-0.1062	-1.98
$γ_{2}$	0.2112	2.41
$γ_{3}$	-0.1217	-1.56
$γ_{4}$	-0.0035	-0.04
$γ_{5}$	0.0474	0.54
$γ_{6}$	0.0206	0.25
$γ_{7}$	-0.1755	-2.05
$γ_{8}$	0.2067	2.87

V-Lab

C W Mackie Plc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.77% (+8.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other C W Mackie Plc Analyses