CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6712	7.26
$α$	0.0991	6.04
$β$	0.8187	27.63
$γ_{1}$	-0.3115	-3.94
$γ_{2}$	0.4635	3.40
$γ_{3}$	-0.2088	-1.60
$γ_{4}$	-0.0423	-0.32
$γ_{5}$	0.2054	1.97
$γ_{6}$	-0.1339	-1.66
$γ_{7}$	0.1519	1.70
$γ_{8}$	-0.3665	-3.05
$γ_{9}$	0.5675	2.91

V-Lab

Dankotuwa Porcelai Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:66.22% (-3.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dankotuwa Porcelai Analyses