CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4919	2.26
$α$	0.0776	3.58
$β$	0.8281	18.94
$γ_{1}$	-0.8050	-1.36
$γ_{2}$	1.2991	1.56
$γ_{3}$	-1.0204	-2.06
$γ_{4}$	1.0040	2.46
$γ_{5}$	-0.6141	-1.66
$γ_{6}$	0.0868	0.23
$γ_{7}$	-0.0192	-0.06
$γ_{8}$	0.0599	0.24
$γ_{9}$	0.0560	0.23
$γ_{10}$	-0.0352	-0.15

V-Lab

Zvi Sarfati & Sons Inv & Con Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 15th, 2026:22.17% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zvi Sarfati & Sons Inv & Con Analyses