CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2924	3.90
$α$	0.0755	5.37
$β$	0.8327	27.95
$γ_{1}$	0.0992	0.84
$γ_{2}$	-0.1599	-0.87
$γ_{3}$	0.1430	1.19
$γ_{4}$	-0.0819	-0.89
$γ_{5}$	-0.0693	-0.78
$γ_{6}$	0.0985	1.50

V-Lab

Danel (Adir Yeoshua) Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:25.22% (+0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Danel (Adir Yeoshua) Analyses