CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.7580	7.92
$α$	0.0747	5.15
$β$	0.8378	24.62
$γ_{1}$	0.0239	2.56
$γ_{2}$	-0.0269	-1.91
$γ_{3}$	0.0043	0.56

V-Lab

Rami Levi Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:28.64% (-0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rami Levi Analyses