CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	3.2231	6.90
$α$	0.1561	8.37
$β$	0.6232	13.31
$γ_{1}$	-0.0042	-0.05
$γ_{2}$	0.1747	1.32
$γ_{3}$	-0.2901	-3.73
$γ_{4}$	0.2357	4.10
$γ_{5}$	-0.2117	-3.84
$γ_{6}$	0.1565	2.67
$γ_{7}$	-0.0802	-1.35
$γ_{8}$	0.0626	1.09
$γ_{9}$	-0.0830	-2.00

V-Lab

Thal Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.45% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thal Ltd Analyses