CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:103.40% (+17.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0050 | 9.00 | |
| 0.2107 | 6.88 | |
| 0.6551 | 15.47 | |
| -0.0001 | -0.24 |
Estimation Period:
Jul 17, 2006 to Feb 6, 2026
Jul 17, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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