CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2545	9.17
$α$	0.0710	4.28
$β$	0.8366	23.03
$γ_{1}$	-0.0279	-2.95
$γ_{2}$	0.0439	2.84
$γ_{3}$	-0.0140	-0.99
$γ_{4}$	-0.0043	-0.36

V-Lab

Mehadrin Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:28.31% (+2.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mehadrin Analyses