CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.1297	4.12
$α$	0.0778	4.99
$β$	0.8471	32.97
$γ_{1}$	0.0335	0.41
$γ_{2}$	-0.0516	-0.44
$γ_{3}$	0.0765	1.34
$γ_{4}$	-0.1088	-2.92
$γ_{5}$	0.0586	2.25

V-Lab

Prashkovsky Invs Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:32.09% (-1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Prashkovsky Invs Analyses