CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8763	0.53
$α$	0.0882	0.11
$β$	0.9117	1.17
$γ_{1}$	-1.4497	-0.06
$γ_{2}$	0.5164	0.03
$γ_{3}$	1.8463	0.11
$γ_{4}$	0.1329	0.01
$γ_{5}$	-2.1425	-0.75
$γ_{6}$	0.9759	0.22
$γ_{7}$	-2.1356	-0.11
$γ_{8}$	8.0667	0.16
$γ_{9}$	-9.1459	-0.19

V-Lab

Delta Credit SPV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 28th, 2026:417.97% (-15.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Delta Credit SPV Analyses