CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8183	3.94
$α$	0.0757	4.03
$β$	0.7824	12.28
$γ_{1}$	-0.0129	-0.14
$γ_{2}$	0.0505	0.39
$γ_{3}$	-0.1032	-1.60
$γ_{4}$	0.1497	2.49

V-Lab

Mendelson Infrastructures Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:38.13% (+1.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mendelson Infrastructures Analyses