CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7106	7.85
$α$	0.2297	7.39
$β$	0.6531	13.41
$γ_{1}$	0.0853	1.07
$γ_{2}$	-0.1271	-0.94
$γ_{3}$	0.0239	0.24
$γ_{4}$	0.1225	1.56
$γ_{5}$	-0.2299	-3.05
$γ_{6}$	0.2006	1.89

V-Lab

Vinh Son-Song Hinh Hydro Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:12.19% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vinh Son-Song Hinh Hydro Analyses