CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6955	2.28
$α$	0.2253	7.99
$β$	0.5711	10.60
$γ_{1}$	-0.5577	-1.25
$γ_{2}$	1.1063	1.83
$γ_{3}$	-0.9407	-2.85
$γ_{4}$	0.6532	2.29
$γ_{5}$	-0.5750	-2.97
$γ_{6}$	0.5433	2.80
$γ_{7}$	-0.4741	-2.24
$γ_{8}$	0.5226	2.69
$γ_{9}$	-0.3799	-2.08
$γ_{10}$	0.0986	0.66

V-Lab

SNEP Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:38.79% (+5.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SNEP Analyses