CBOE Volatility Index

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	param	t-stat
$ω$	0.9349	7.34
$α$	0.2098	10.32
$β$	0.5048	10.14
$γ_{1}$	-0.2674	-1.74
$γ_{2}$	0.4307	1.93
$γ_{3}$	-0.4751	-3.31
$γ_{4}$	0.8461	5.64
$γ_{5}$	-0.9468	-5.10
$γ_{6}$	0.6391	3.03
$γ_{7}$	-0.4324	-1.94
$γ_{8}$	0.3829	1.96
$γ_{9}$	-0.2964	-1.69
$γ_{10}$	0.4404	1.67

V-Lab

Post And Telecommunication Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:72.75% (-2.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Post And Telecommunication Analyses