CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4044	10.95
$α$	0.1045	7.59
$β$	0.8070	27.25
$γ_{1}$	-0.0071	-0.38
$γ_{2}$	0.0428	1.45
$γ_{3}$	-0.0792	-3.29
$γ_{4}$	0.0684	3.84

V-Lab

Sonadezi Long Thanh Shareh Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:23.09% (+1.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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