CBOE 1-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:403.89% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7778 | 10.90 | |
| 0.1465 | 3.02 | |
| 0.0000 | 0.00 | |
| -0.0457 | -3.01 |
Estimation Period:
May 13, 2022 to Nov 28, 2025
May 13, 2022 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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