CBOE Volatility Index

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	param	t-stat
$ω$	2.8075	2.64
$α$	0.1054	7.23
$β$	0.8454	37.71
$γ_{1}$	0.8267	2.58
$γ_{2}$	-1.2055	-2.73
$γ_{3}$	0.5046	1.46
$γ_{4}$	-0.1230	-0.38
$γ_{5}$	-0.0142	-0.05
$γ_{6}$	-0.0366	-0.09
$γ_{7}$	0.3884	1.07
$γ_{8}$	-1.1265	-3.31
$γ_{9}$	1.8154	4.67
$γ_{10}$	-2.0433	-3.62

V-Lab

National Housing Finance Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:28.01% (+0.59%)

Date Range:

Parameter Estimates

News Impact Curve

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