CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0055	4.26
$α$	0.1545	9.71
$β$	0.7228	23.27
$γ_{1}$	0.1035	0.95
$γ_{2}$	-0.2822	-1.85
$γ_{3}$	0.3333	3.82
$γ_{4}$	-0.1577	-1.68
$γ_{5}$	-0.1348	-1.17
$γ_{6}$	0.2278	2.07
$γ_{7}$	-0.0435	-0.52
$γ_{8}$	-0.1349	-1.79
$γ_{9}$	0.1822	2.23
$γ_{10}$	-0.3224	-2.51

V-Lab

Dewan Group Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:24.95% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dewan Group Analyses