V-Lab
CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:65.81% (-6.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9975 | 8.54 | |
| 0.2080 | 6.68 | |
| 0.6641 | 15.82 | |
| -0.0002 | -0.32 |
Estimation Period:
Jul 17, 2006 to Jun 27, 2025
Jul 17, 2006 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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