CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	4.3931	3.12
$α$	0.4478	33.57
$β$	0.5457	39.13
$γ_{1}$	-1.0620	-0.35
$γ_{2}$	1.3930	0.28
$γ_{3}$	-0.3674	-0.09
$γ_{4}$	0.8435	0.24
$γ_{5}$	-2.3364	-0.64
$γ_{6}$	0.0571	0.01
$γ_{7}$	11.3308	1.65
$γ_{8}$	-47.5820	-6.04
$γ_{9}$	105.9680	12.84
$γ_{10}$	-150.6767	-5.57

V-Lab

Icreate Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:53.27% (-10.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Icreate Ltd Analyses