CBOE Volatility Index

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	param	t-stat
$ω$	2.7383	2.58
$α$	0.1057	7.30
$β$	0.8495	39.06
$γ_{1}$	0.7758	2.37
$γ_{2}$	-1.1323	-2.50
$γ_{3}$	0.4677	1.31
$γ_{4}$	-0.0959	-0.29
$γ_{5}$	-0.0418	-0.13
$γ_{6}$	-0.0030	-0.01
$γ_{7}$	0.3364	0.87
$γ_{8}$	-1.0072	-2.56
$γ_{9}$	1.4972	3.32
$γ_{10}$	-1.1340	-3.65

V-Lab

National Housing Finance Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:36.21% (+0.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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