CBOE Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:132.09% (-12.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9903 | 10.23 | |
| 0.1357 | 7.44 | |
| 0.7210 | 20.70 | |
| 0.0028 | 3.20 | |
| -0.0041 | -3.79 |
Estimation Period:
Jan 2, 1990 to Nov 26, 2025
Jan 2, 1990 to Nov 26, 2025
News Impact Curve
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