CBOE Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:152.45% (-19.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0227 | 10.35 | |
| 0.1376 | 7.48 | |
| 0.7147 | 20.22 | |
| 0.0038 | 3.72 | |
| -0.0067 | -3.54 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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