V-Lab
CBOE 1-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 26th, 2025:433.90% (+33.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7778 | 10.53 | |
| 0.1515 | 2.99 | |
| 0.0000 | 0.00 | |
| -0.0513 | -2.91 |
Estimation Period:
May 13, 2022 to Sep 19, 2025
May 13, 2022 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
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