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	param	t-stat
$ω$	1.1904	9.41
$α$	0.1990	7.41
$β$	0.6472	15.24
$γ_{1}$	-0.0422	-4.71
$γ_{2}$	0.0732	5.39
$γ_{3}$	-0.0384	-5.09

V-Lab

CBOE S&P 500 Left Tail Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:213.79% (+41.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Left Tail Volatility Index Analyses