CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8621	4.11
$α$	0.1480	7.79
$β$	0.7599	28.40
$γ_{1}$	-0.0480	-0.36
$γ_{2}$	-0.1080	-0.55
$γ_{3}$	0.2149	1.70
$γ_{4}$	-0.0008	-0.01
$γ_{5}$	0.0317	0.27
$γ_{6}$	-0.3490	-3.13
$γ_{7}$	0.5349	4.55
$γ_{8}$	-0.4308	-3.87
$γ_{9}$	0.2535	2.58
$γ_{10}$	-0.1575	-2.17

V-Lab

Makkah Construct & Devlpmt Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:34.12% (-2.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Makkah Construct & Devlpmt Analyses