CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	3.3200	3.07
$α$	0.1152	5.17
$β$	0.7790	16.25
$γ_{1}$	1.2137	4.10
$γ_{2}$	-1.6164	-3.87
$γ_{3}$	0.6066	2.22
$γ_{4}$	-0.2100	-0.81
$γ_{5}$	-0.0997	-0.39
$γ_{6}$	0.1125	0.45
$γ_{7}$	0.0472	0.16
$γ_{8}$	-0.1210	-0.24

V-Lab

Dewan Farooque Spinning Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:57.84% (-2.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dewan Farooque Spinning Analyses