CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0033	2.48
$α$	0.2119	2.49
$β$	0.5397	3.51
$γ_{1}$	-0.3267	-0.04
$γ_{2}$	-3.8239	-0.33
$γ_{3}$	11.3635	1.83
$γ_{4}$	-17.6718	-3.60
$γ_{5}$	21.6159	4.67
$γ_{6}$	-19.5192	-3.04
$γ_{7}$	10.9010	1.36
$γ_{8}$	1.8526	0.26
$γ_{9}$	-7.8323	-1.53

V-Lab

Power Generation Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:32.84% (-2.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Power Generation Analyses