CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1323	18.62
$β$	0.6786	39.84
$γ$	0.0855	9.08
$λ_{1}$	5.8017	0.76
$λ_{2}$	0.3973	0.68
$λ_{3}$	0.0000	0.00

V-Lab

Saph MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:37.59% (+3.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saph Analyses