CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.9903	5.07
$α$	0.1832	5.75
$β$	0.6340	12.49
$γ_{1}$	0.3136	3.46
$γ_{2}$	-0.5823	-4.35
$γ_{3}$	0.4764	5.75
$γ_{4}$	-0.3264	-4.50
$γ_{5}$	0.1250	1.53
$γ_{6}$	0.0625	0.68
$γ_{7}$	-0.1347	-1.49
$γ_{8}$	0.2767	3.37
$γ_{9}$	-0.5411	-6.42
$γ_{10}$	0.7312	5.41

V-Lab

Richard Pieris & Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:44.42% (-0.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Richard Pieris & Co Ltd Analyses