CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6622	6.12
$α$	0.1097	3.28
$β$	0.5457	4.55
$γ_{1}$	-1.2554	-1.71
$γ_{2}$	1.5604	1.42
$γ_{3}$	-0.5792	-1.03
$γ_{4}$	0.9589	1.97
$γ_{5}$	-1.7684	-2.44

V-Lab

Rotem Shani Entrepreneurship Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:27.25% (-1.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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