CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.0197	4.73
$α$	0.1609	5.38
$β$	0.7192	14.52
$γ_{1}$	0.2854	2.98
$γ_{2}$	-0.5339	-3.72
$γ_{3}$	0.4385	4.86
$γ_{4}$	-0.2931	-3.72
$γ_{5}$	0.1015	1.11
$γ_{6}$	0.0692	0.66
$γ_{7}$	-0.1221	-1.20
$γ_{8}$	0.2241	2.53
$γ_{9}$	-0.3906	-4.52
$γ_{10}$	0.3069	4.37

V-Lab

Richard Pieris & Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:25.14% (-1.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Richard Pieris & Co Ltd Analyses