CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6874	7.30
$α$	0.0969	5.70
$β$	0.8241	27.73
$γ_{1}$	-0.2951	-3.70
$γ_{2}$	0.4406	3.21
$γ_{3}$	-0.2027	-1.54
$γ_{4}$	-0.0351	-0.26
$γ_{5}$	0.1846	1.76
$γ_{6}$	-0.0933	-1.15
$γ_{7}$	0.0732	0.82
$γ_{8}$	-0.2061	-1.77
$γ_{9}$	0.1947	1.85

V-Lab

Dankotuwa Porcelai Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:55.97% (-3.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dankotuwa Porcelai Analyses