CBOE 3-Month Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:68.79% (-6.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0567 | 7.29 | |
| 0.2096 | 6.82 | |
| 0.6557 | 15.57 | |
| 0.0014 | 0.64 |
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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