CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0258	4.93
$α$	0.1053	3.96
$β$	0.8154	15.45
$γ_{1}$	-0.1495	-0.49
$γ_{2}$	0.0073	0.01
$γ_{3}$	0.4632	1.06
$γ_{4}$	-1.0213	-1.97
$γ_{5}$	1.4892	2.58
$γ_{6}$	-1.3527	-2.16
$γ_{7}$	1.4996	2.07
$γ_{8}$	-1.8922	-3.23
$γ_{9}$	2.0122	2.07

V-Lab

Tk-Hold AD Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:302.19% (-29.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tk-Hold AD Analyses