CBOE Volatility Index

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	param	t-stat
$ω$	1.1167	2.19
$α$	0.0338	3.17
$β$	0.8973	21.57
$γ_{1}$	-0.1299	-0.55
$γ_{2}$	0.1193	0.39
$γ_{3}$	0.0855	0.63
$γ_{4}$	-0.1450	-1.17
$γ_{5}$	0.1532	1.13
$γ_{6}$	-0.0793	-0.54
$γ_{7}$	-0.1727	-1.19
$γ_{8}$	0.3945	2.70
$γ_{9}$	-0.3517	-2.09

V-Lab

Elspec Engineering Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:53.54% (-1.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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