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	param	t-stat
$ω$	1.1662	9.24
$α$	0.1994	7.33
$β$	0.6452	14.82
$γ_{1}$	-0.0465	-4.97
$γ_{2}$	0.0831	5.51
$γ_{3}$	-0.0579	-3.40

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:201.57% (+44.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Left Tail Volatility Index Analyses