CBOE Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:158.44% (-18.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9875 | 10.25 | |
| 0.1369 | 7.47 | |
| 0.7183 | 20.50 | |
| 0.0027 | 3.15 | |
| -0.0040 | -3.74 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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