CBOE Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:100.35% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9884 | 10.24 | |
| 0.1359 | 7.44 | |
| 0.7202 | 20.61 | |
| 0.0028 | 3.15 | |
| -0.0040 | -3.73 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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