CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.1664	3.34
$α$	0.0722	4.91
$β$	0.8209	22.25
$γ_{1}$	-0.0101	-0.05
$γ_{2}$	0.0908	0.36
$γ_{3}$	-0.2115	-1.20
$γ_{4}$	0.3527	1.66
$γ_{5}$	-0.3915	-2.21
$γ_{6}$	0.3498	2.83
$γ_{7}$	-0.5301	-3.55
$γ_{8}$	0.9448	3.99

V-Lab

Danel (Adir Yeoshua) Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:40.75% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Danel (Adir Yeoshua) Analyses