CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6922	3.32
$α$	0.0783	4.05
$β$	0.7063	9.49
$γ_{1}$	-0.6202	-2.66
$γ_{2}$	0.8440	2.69
$γ_{3}$	-0.3096	-2.27
$γ_{4}$	0.2508	2.08
$γ_{5}$	-0.3630	-2.34
$γ_{6}$	0.4006	2.60
$γ_{7}$	-0.4281	-2.64
$γ_{8}$	0.4833	3.31
$γ_{9}$	-0.4875	-4.44
$γ_{10}$	0.3152	4.04

V-Lab

Orian Sh.M. Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:29.76% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orian Sh.M. Ltd Analyses