CBOE Low Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.33% (+2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2601 | 5.77 | |
| 0.1570 | 9.58 | |
| 0.8145 | 45.57 | |
| 0.0039 | 1.44 |
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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