V-Lab
CBOE S&P 500 One-Year Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:30.50% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3622 | 5.87 | |
| 0.2426 | 7.09 | |
| 0.6280 | 15.88 | |
| 0.0091 | 1.49 | |
| -0.0104 | -1.40 |
Estimation Period:
Jan 3, 2007 to Jul 25, 2025
Jan 3, 2007 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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