CBOE S&P 500 One-Year Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:31.49% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1969 | 8.75 | |
| 0.2422 | 7.24 | |
| 0.6275 | 16.14 | |
| 0.0010 | 1.57 |
Estimation Period:
Jan 3, 2007 to Feb 27, 2026
Jan 3, 2007 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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