CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4878	2.24
$α$	0.0784	3.58
$β$	0.8256	18.57
$γ_{1}$	-0.8291	-1.40
$γ_{2}$	1.3411	1.61
$γ_{3}$	-1.0548	-2.14
$γ_{4}$	1.0366	2.55
$γ_{5}$	-0.6456	-1.75
$γ_{6}$	0.1203	0.32
$γ_{7}$	-0.0678	-0.22
$γ_{8}$	0.1490	0.61
$γ_{9}$	-0.1310	-0.43
$γ_{10}$	0.4648	0.89

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:28.15% (-0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zvi Sarfati & Sons Inv & Con Analyses