CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8786	4.06
$α$	0.1139	5.05
$β$	0.7501	15.45
$γ_{1}$	0.1187	2.57
$γ_{2}$	-0.1051	-1.69
$γ_{3}$	-0.0479	-1.29
$γ_{4}$	0.0483	1.79

V-Lab

Galle Face Capital Partners Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:52.54% (-3.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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