CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	55.0878	550,877,600.00
$α$	0.5442	5,442,220.00
$β$	0.4439	4,439,320.00
$γ_{1}$	-47.3449	-473,449,400.00
$γ_{2}$	38.0815	380,815,100.00
$γ_{3}$	-22.8044	-228,043,500.00
$γ_{4}$	86.3846	863,846,100.00
$γ_{5}$	67.3773	673,773,200.00
$γ_{6}$	-310.7182	-3,107,182,000.00
$γ_{7}$	320.0262	3,200,262,000.00
$γ_{8}$	170.4687	1,704,687,000.00
$γ_{9}$	-3,057.3300	-30,573,300,000.00

V-Lab

Saverone 2014 Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saverone 2014 Ltd Analyses