CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.6987	2.89
$α$	0.2844	7.39
$β$	0.6701	14.73
$γ_{1}$	-0.0053	-0.00
$γ_{2}$	0.2727	0.06
$γ_{3}$	-0.5606	-0.13
$γ_{4}$	1.6895	0.47
$γ_{5}$	-4.2445	-1.18
$γ_{6}$	5.0224	1.06
$γ_{7}$	-3.8733	-0.59
$γ_{8}$	-1.5502	-0.21
$γ_{9}$	15.2258	3.44
$γ_{10}$	-19.1802	-21.30

V-Lab

Icreate Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:71.93% (-8.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Icreate Ltd Analyses