CBOE Low Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.79% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 15.26 | |
| 0.1529 | 33.62 | |
| 0.8221 | 191.02 |
Estimation Period:
Mar 21, 2006 to Feb 6, 2026
Mar 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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