CBOE Volatility Index

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	param	t-stat
$ω$	1.5196	3.39
$α$	0.1024	2.96
$β$	0.7997	9.36
$γ_{1}$	4.1786	0.72
$γ_{2}$	-8.6914	-1.02
$γ_{3}$	10.8488	1.80
$γ_{4}$	-12.0098	-1.55
$γ_{5}$	3.0420	0.40
$γ_{6}$	11.3579	1.63
$γ_{7}$	-19.0335	-2.77
$γ_{8}$	29.9407	3.96
$γ_{9}$	-56.9167	-2.94

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First Capital Treasuries Plc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.90% (+3.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Capital Treasuries Plc Analyses