CBOE Low Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.40% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1759 | 6.00 | |
| 0.1550 | 9.70 | |
| 0.8173 | 46.61 | |
| 0.0013 | 1.46 |
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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