CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:94.33% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1994 | 5.42 | |
| 0.2836 | 5.20 | |
| 0.1659 | 2.11 | |
| 0.1080 | 2.12 | |
| -0.1777 | -2.48 | |
| 0.0957 | 2.53 | |
| -0.0269 | -1.20 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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