CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1141	3.88
$α$	0.1147	5.03
$β$	0.7370	14.55
$γ_{1}$	0.1987	2.51
$γ_{2}$	-0.2005	-1.78
$γ_{3}$	0.0260	0.35
$γ_{4}$	-0.1083	-1.53
$γ_{5}$	0.2195	2.08

V-Lab

Galle Face Capital Partners Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:62.59% (-3.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Galle Face Capital Partners Analyses