CBOE Volatility Index

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	param	t-stat
$ω$	1.4256	1.89
$α$	0.1592	8.11
$β$	0.7843	36.50
$γ_{1}$	-0.5139	-0.98
$γ_{2}$	0.6827	0.99
$γ_{3}$	-0.1490	-0.39
$γ_{4}$	-0.0942	-0.24
$γ_{5}$	0.2772	0.75
$γ_{6}$	-0.7902	-2.58
$γ_{7}$	1.6176	4.74
$γ_{8}$	-2.0097	-4.62
$γ_{9}$	1.7067	3.68
$γ_{10}$	-1.3213	-2.50

V-Lab

Ranpur Foundry Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:22.00% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ranpur Foundry Analyses