CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.5396	2.16
$α$	0.1887	8.74
$β$	0.6864	18.93
$γ_{1}$	0.9098	2.34
$γ_{2}$	-1.3477	-2.56
$γ_{3}$	0.6767	2.65
$γ_{4}$	-0.3485	-1.66
$γ_{5}$	0.2965	1.49
$γ_{6}$	-0.4050	-2.23
$γ_{7}$	0.2768	1.54
$γ_{8}$	-0.0530	-0.28
$γ_{9}$	0.0117	0.09

V-Lab

Saph Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:31.63% (-1.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saph Analyses