CBOE Global Markets Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.67% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2523 | 7.92 | |
| 0.0949 | 4.03 | |
| 0.8395 | 23.93 | |
| 0.0192 | 2.90 | |
| -0.0240 | -2.94 |
Estimation Period:
Jun 15, 2010 to Feb 6, 2026
Jun 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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