CBOE Volatility Index

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	param	t-stat
$ω$	1.2149	4.82
$α$	0.0625	4.89
$β$	0.9362	73.72
$γ_{1}$	0.3598	0.25
$γ_{2}$	-2.0063	-0.88
$γ_{3}$	3.4038	1.45
$γ_{4}$	-3.5776	-1.67
$γ_{5}$	5.3876	2.68
$γ_{6}$	-6.4230	-2.82
$γ_{7}$	3.3333	2.80
$γ_{8}$	0.0990	0.14
$γ_{9}$	-1.7104	-1.29
$γ_{10}$	5.2072	1.50

V-Lab

Delta Credit SPV Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 28th, 2026:382.08% (-10.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Delta Credit SPV Analyses