CBOE Volatility Index

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	param	t-stat
$ω$	1.1110	3.35
$α$	0.1220	4.97
$β$	0.7864	18.40
$γ_{1}$	-0.4495	-1.92
$γ_{2}$	0.7486	2.12
$γ_{3}$	-0.6484	-2.70
$γ_{4}$	0.6626	2.70
$γ_{5}$	-0.5601	-1.69
$γ_{6}$	0.5912	1.62
$γ_{7}$	-0.5948	-2.11
$γ_{8}$	0.2102	0.78
$γ_{9}$	0.1874	0.59

V-Lab

Eb Creasy & Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.52% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eb Creasy & Co Ltd Analyses