CBOE Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:112.83% (-6.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9879 | 10.24 | |
| 0.1360 | 7.46 | |
| 0.7200 | 20.64 | |
| 0.0027 | 3.14 | |
| -0.0040 | -3.73 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
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