CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.4166	2.64
$α$	0.1741	4.20
$β$	0.6778	7.73
$γ_{1}$	-0.6204	-0.21
$γ_{2}$	1.9135	0.41
$γ_{3}$	-3.4021	-0.96
$γ_{4}$	4.5212	1.27
$γ_{5}$	-4.5222	-1.46
$γ_{6}$	4.3224	1.58
$γ_{7}$	-4.4139	-1.41
$γ_{8}$	3.6435	1.08
$γ_{9}$	-2.6414	-0.85
$γ_{10}$	1.9503	0.89

V-Lab

NBS Bank Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.65% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NBS Bank Ltd Analyses