CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8901	13.07
$α$	0.1754	10.66
$β$	0.6180	14.33
$γ_{1}$	0.0272	2.56
$γ_{2}$	-0.0608	-4.01
$γ_{3}$	0.0491	6.72

V-Lab

De Tam Jsc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.01% (-0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other De Tam Jsc Analyses