CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.5541	2.20
$α$	0.1879	8.70
$β$	0.6853	18.74
$γ_{1}$	0.9287	2.41
$γ_{2}$	-1.3809	-2.65
$γ_{3}$	0.7023	2.76
$γ_{4}$	-0.3665	-1.76
$γ_{5}$	0.3048	1.54
$γ_{6}$	-0.3992	-2.19
$γ_{7}$	0.2461	1.33
$γ_{8}$	0.0315	0.15
$γ_{9}$	-0.2275	-0.83

V-Lab

Saph Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:29.17% (+0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saph Analyses