CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.5514	3.24
$α$	0.2019	7.59
$β$	0.6325	14.89
$γ_{1}$	0.2258	3.15
$γ_{2}$	-0.3119	-3.17
$γ_{3}$	0.0953	1.84
$γ_{4}$	-0.0063	-0.14
$γ_{5}$	-0.0191	-0.48
$γ_{6}$	0.0949	2.66
$γ_{7}$	-0.1366	-3.64
$γ_{8}$	0.0645	2.24

V-Lab

Dfcc Bank Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:24.54% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dfcc Bank Analyses