CBOE Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:183.02% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9865 | 10.26 | |
| 0.1371 | 7.49 | |
| 0.7180 | 20.49 | |
| 0.0027 | 3.15 | |
| -0.0040 | -3.74 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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