CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0893	10.37
$α$	0.1699	8.44
$β$	0.5905	12.32
$γ_{1}$	-0.0641	-2.54
$γ_{2}$	0.1308	3.52
$γ_{3}$	-0.1153	-4.02
$γ_{4}$	0.0063	0.14

V-Lab

Sci Jsc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.96% (+0.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sci Jsc Analyses