CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:65.81% (-6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0037 | 9.01 | |
| 0.2095 | 6.87 | |
| 0.6565 | 15.55 | |
| -0.0001 | -0.25 |
Estimation Period:
Jul 17, 2006 to Feb 13, 2026
Jul 17, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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