CBOE Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:110.05% (+3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9892 | 10.24 | |
| 0.1359 | 7.44 | |
| 0.7201 | 20.60 | |
| 0.0028 | 3.17 | |
| -0.0040 | -3.76 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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