CBOE 1-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:422.14% (+8.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8001 | 11.34 | |
| 0.1477 | 3.06 | |
| 0.0000 | 0.00 | |
| -0.0371 | -2.79 |
Estimation Period:
May 13, 2022 to Jan 30, 2026
May 13, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other CBOE 1-Day Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices