CBOE Volatility Index

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	param	t-stat
$ω$	0.7387	7.50
$α$	0.2297	6.91
$β$	0.6214	14.60
$γ_{1}$	-0.1631	-0.66
$γ_{2}$	0.2871	0.73
$γ_{3}$	-0.3535	-1.24
$γ_{4}$	0.2952	1.13
$γ_{5}$	0.0649	0.27
$γ_{6}$	0.0067	0.03
$γ_{7}$	-0.5901	-2.71
$γ_{8}$	0.8953	3.14
$γ_{9}$	-0.7080	-2.40
$γ_{10}$	0.3369	1.97

V-Lab

Pervez Ahmed Consultancy Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:60.42% (+0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pervez Ahmed Consultancy Analyses