CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0475	5.08
$α$	0.0754	5.02
$β$	0.8558	35.40
$γ_{1}$	0.0032	0.22
$γ_{2}$	0.0181	0.87
$γ_{3}$	-0.0551	-2.93

V-Lab

Prashkovsky Invs Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:29.99% (-1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Prashkovsky Invs Analyses