CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	116
$α$	0.2546	26.28
$β$	0.5043	26.84
$γ$	-0.0196	-1.61
$λ_{1}$	0.4611	1.03
$λ_{2}$	0.2064	1.04
$λ_{3}$	0.7295	2.75

V-Lab

SNEP MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:34.21% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SNEP Analyses