CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	4.1648	6.36
$α$	0.3107	5.85
$β$	0.2867	4.63
$γ_{1}$	0.5723	3.78
$γ_{2}$	-0.7916	-3.49
$γ_{3}$	0.4138	2.58
$γ_{4}$	-0.3195	-1.87
$γ_{5}$	0.2891	1.46
$γ_{6}$	-0.2455	-0.88
$γ_{7}$	0.0002	0.00
$γ_{8}$	0.2413	0.90
$γ_{9}$	-0.2345	-1.18

V-Lab

Merko Ehitus As Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:40.71% (-22.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merko Ehitus As Analyses