CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6840	2.21
$α$	0.2233	7.93
$β$	0.5728	10.54
$γ_{1}$	-0.5852	-1.28
$γ_{2}$	1.1529	1.87
$γ_{3}$	-0.9769	-2.96
$γ_{4}$	0.6854	2.41
$γ_{5}$	-0.6046	-3.13
$γ_{6}$	0.5733	2.95
$γ_{7}$	-0.5095	-2.41
$γ_{8}$	0.5788	3.01
$γ_{9}$	-0.4926	-2.58
$γ_{10}$	0.3630	1.04

V-Lab

SNEP Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:39.33% (-2.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SNEP Analyses