CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8606	23.08
$α$	0.1539	11.93
$β$	0.7421	106.16
$γ$	0.0590	2.36

V-Lab

Saph GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:35.25% (+0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saph Analyses