CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.7443	5.63
$α$	0.1576	6.93
$β$	0.6264	10.86
$γ_{1}$	-0.7680	-3.37
$γ_{2}$	0.7332	2.21
$γ_{3}$	0.6539	3.01
$γ_{4}$	-1.4030	-7.40
$γ_{5}$	1.4443	7.59
$γ_{6}$	-1.2155	-5.83
$γ_{7}$	1.1281	3.47

V-Lab

Next Capital Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:57.07% (-2.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Next Capital Ltd Analyses