CBOE 1-Day Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:445.95% (+43.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7675 | 9.36 | |
| 0.1486 | 3.14 | |
| 0.0000 | 0.00 | |
| -0.0680 | -1.46 |
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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