CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1336	15.72
$α$	0.1488	8.82
$β$	0.6800	16.69
$γ_{1}$	-0.0034	-2.19

V-Lab

Dic Holdings Construction Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:30.02% (+2.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dic Holdings Construction Analyses