CBOE 1-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:463.69% (+41.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7945 | 11.34 | |
| 0.1486 | 3.10 | |
| 0.0000 | 0.00 | |
| -0.0379 | -2.89 |
Estimation Period:
May 13, 2022 to Feb 6, 2026
May 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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