CBOE Volatility Index

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	param	t-stat
$ω$	1.4304	1.86
$α$	0.1603	8.08
$β$	0.7854	36.92
$γ_{1}$	-0.5190	-0.98
$γ_{2}$	0.6864	0.98
$γ_{3}$	-0.1465	-0.38
$γ_{4}$	-0.0919	-0.23
$γ_{5}$	0.2641	0.71
$γ_{6}$	-0.7640	-2.48
$γ_{7}$	1.5723	4.63
$γ_{8}$	-1.9219	-4.55
$γ_{9}$	1.5122	3.73
$γ_{10}$	-0.8090	-3.05

V-Lab

Ranpur Foundry Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:28.74% (+1.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ranpur Foundry Analyses