CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.2644	4.05
$α$	0.2261	4.85
$β$	0.4957	6.48
$γ_{1}$	0.2200	1.94
$γ_{2}$	-0.1177	-0.77
$γ_{3}$	-0.2527	-2.23
$γ_{4}$	0.2694	1.93
$γ_{5}$	-0.1687	-1.26
$γ_{6}$	0.0707	0.47
$γ_{7}$	-0.1446	-0.82
$γ_{8}$	0.3269	2.00
$γ_{9}$	-0.4063	-2.03

V-Lab

Mirgor Sa Cifia Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.44% (-3.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mirgor Sa Cifia Analyses