CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6462	5.28
$α$	0.1757	6.25
$β$	0.6362	10.89
$γ_{1}$	-0.2949	-2.21
$γ_{2}$	0.4301	2.19
$γ_{3}$	-0.3239	-2.47
$γ_{4}$	0.3007	3.36

V-Lab

Tan Thanh Dat Deve Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:56.09% (+8.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tan Thanh Dat Deve Analyses