CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.4475	2.79
$α$	0.1859	4.14
$β$	0.6494	7.01
$γ_{1}$	-0.4962	-0.18
$γ_{2}$	1.7659	0.39
$γ_{3}$	-3.3495	-0.97
$γ_{4}$	4.4206	1.26
$γ_{5}$	-4.3738	-1.42
$γ_{6}$	4.1084	1.51
$γ_{7}$	-3.8459	-1.23
$γ_{8}$	2.1069	0.61
$γ_{9}$	1.2862	0.32
$γ_{10}$	-11.7988	-1.90

V-Lab

NBS Bank Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:1.27% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NBS Bank Ltd Analyses