CBOE S&P 500 One-Year Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:26.55% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3552 | 5.83 | |
| 0.2432 | 7.17 | |
| 0.6268 | 16.01 | |
| 0.0081 | 1.33 | |
| -0.0090 | -1.22 |
Estimation Period:
Jan 3, 2007 to Nov 7, 2025
Jan 3, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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