CBOE Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:107.25% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9911 | 10.22 | |
| 0.1358 | 7.43 | |
| 0.7207 | 20.65 | |
| 0.0028 | 3.19 | |
| -0.0041 | -3.78 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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