CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.3112	27.45
$α$	0.3200	39.10
$β$	0.8829	192.82
$γ$	-0.0307	-3.48

V-Lab

Saph EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:39.62% (+1.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saph Analyses