CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	3.8053	6.39
$α$	0.3410	5.66
$β$	0.2641	4.19
$γ_{1}$	0.2855	3.31
$γ_{2}$	-0.3652	-2.75
$γ_{3}$	0.1542	1.49
$γ_{4}$	-0.0612	-0.56
$γ_{5}$	-0.0335	-0.22
$γ_{6}$	-0.0379	-0.20
$γ_{7}$	0.3519	1.53

V-Lab

Merko Ehitus As Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.56% (-1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merko Ehitus As Analyses