CBOE 1-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:455.17% (-10.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7957 | 11.52 | |
| 0.1441 | 3.05 | |
| 0.0000 | 0.00 | |
| -0.0362 | -2.93 |
Estimation Period:
May 13, 2022 to Mar 6, 2026
May 13, 2022 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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