CBOE S&P 500 One-Year Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:27.45% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3534 | 5.83 | |
| 0.2427 | 7.16 | |
| 0.6272 | 16.05 | |
| 0.0080 | 1.31 | |
| -0.0088 | -1.20 |
Estimation Period:
Jan 3, 2007 to Nov 28, 2025
Jan 3, 2007 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other CBOE S&P 500 One-Year Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices