CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	3.1690	6.76
$α$	0.1562	8.28
$β$	0.6219	13.23
$γ_{1}$	-0.0129	-0.15
$γ_{2}$	0.1902	1.44
$γ_{3}$	-0.3052	-3.93
$γ_{4}$	0.2525	4.41
$γ_{5}$	-0.2288	-4.16
$γ_{6}$	0.1773	3.01
$γ_{7}$	-0.1153	-1.90
$γ_{8}$	0.1327	1.96
$γ_{9}$	-0.2541	-2.12

V-Lab

Thal Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.54% (+0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thal Ltd Analyses