CBOE Google Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:70.90% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2785 | 5.64 | |
| 0.2654 | 5.02 | |
| 0.1647 | 1.96 | |
| 0.1721 | 2.36 | |
| -0.2238 | -2.14 | |
| 0.0094 | 0.14 | |
| 0.1187 | 2.03 | |
| -0.2154 | -2.98 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Google Volatility Index Analyses
Other Spline-GARCH Analyses on Volatility Indices