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	param	t-stat
$ω$	1.1194	6.35
$α$	0.1096	8.59
$β$	0.8688	62.31
$γ_{1}$	0.0014	1.70

V-Lab

CBOE VIX Tail Hedge Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:9.80% (+0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE VIX Tail Hedge Index Analyses