CBOE Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:189.29% (+87.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9932 | 10.21 | |
| 0.1350 | 7.38 | |
| 0.7228 | 20.77 | |
| 0.0029 | 3.21 | |
| -0.0041 | -3.80 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
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