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	param	t-stat
$ω$	1.0551	7.21
$α$	0.2101	6.81
$β$	0.6566	15.61
$γ_{1}$	0.0013	0.57

V-Lab

CBOE 3-Month Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:62.17% (-0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses