CBOE S&P 500 One-Year Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:23.92% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4014 | 6.26 | |
| 0.2387 | 7.12 | |
| 0.6317 | 16.38 | |
| 0.0126 | 1.95 | |
| -0.0204 | -1.37 |
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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