CBOE Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.5795	3.21
$α$	0.1711	7.77
$β$	0.5220	8.10
$γ_{1}$	0.0555	0.49
$γ_{2}$	-0.0265	-0.16
$γ_{3}$	-0.1256	-1.20
$γ_{4}$	0.2030	2.25
$γ_{5}$	-0.1262	-2.12
$γ_{6}$	0.0101	0.28
$γ_{7}$	-0.0317	-0.97
$γ_{8}$	0.0773	3.19

V-Lab

SASINI Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:87.84% (+5.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SASINI Ltd Analyses