CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8469	3.56
$α$	0.1642	2.61
$β$	0.4180	2.10
$γ_{1}$	-0.8364	-1.39
$γ_{2}$	1.1923	1.46
$γ_{3}$	-0.7311	-1.57
$γ_{4}$	1.7258	2.49

V-Lab

Saudi Tadawul Group Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:42.81% (-1.03%)

Date Range:

Parameter Estimates

News Impact Curve

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