CBOE Volatility Index

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	param	t-stat
$ω$	0.9887	9.08
$α$	0.1304	7.04
$β$	0.7250	18.74
$γ_{1}$	0.0309	3.98
$γ_{2}$	-0.0439	-3.55
$γ_{3}$	0.0179	1.78
$γ_{4}$	0.0068	0.55

V-Lab

CBOE DJIA Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:178.86% (+11.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE DJIA Volatility Index Analyses