CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4155	4.60
$α$	0.0700	7.27
$β$	0.8996	53.37
$γ_{1}$	-0.0987	-1.78
$γ_{2}$	0.1452	1.58
$γ_{3}$	-0.1772	-1.90
$γ_{4}$	0.3995	3.02
$γ_{5}$	-0.5233	-3.08
$γ_{6}$	0.4242	2.33
$γ_{7}$	-0.2212	-1.52
$γ_{8}$	0.0315	0.27
$γ_{9}$	0.0695	0.34

V-Lab

Mivtach Shamir Hds Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:36.00% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mivtach Shamir Hds Analyses