CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.2765	3.91
$α$	0.2298	4.95
$β$	0.5111	6.94
$γ_{1}$	0.2149	1.85
$γ_{2}$	-0.1130	-0.73
$γ_{3}$	-0.2461	-2.13
$γ_{4}$	0.2548	1.80
$γ_{5}$	-0.1513	-1.12
$γ_{6}$	0.0480	0.32
$γ_{7}$	-0.1050	-0.60
$γ_{8}$	0.2442	1.61
$γ_{9}$	-0.2068	-2.36

V-Lab

Mirgor Sa Cifia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:44.30% (-3.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mirgor Sa Cifia Analyses