CBOE Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:109.62% (-6.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0222 | 10.34 | |
| 0.1369 | 7.48 | |
| 0.7160 | 20.34 | |
| 0.0038 | 3.71 | |
| -0.0067 | -3.53 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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