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V-Lab

CBOE VIX Indicative Bid Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:129.33% (-17.94%)
Analysis last updated: Wednesday, February 11, 2026 at 12:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE VIX Indicative Bid Index SGARCH
paramt-stat
ω0.73815.18
α0.14795.81
β0.659910.16
γ1-0.1865-0.90
γ20.20530.70
γ3-0.0392-0.21
γ40.11670.50
γ5-0.2721-0.84
γ60.38781.24
γ7-0.5891-2.41
γ80.90953.59
γ9-1.0628-2.60
Estimation Period:
Sep 18, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts