V-Lab
CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:112.92% (-16.76%)
Analysis last updated: Sunday, December 29, 2024 at 02:47 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0285 | 8.48 | |
| 0.2123 | 6.60 | |
| 0.6577 | 15.00 | |
| -0.0001 | -0.09 |
Estimation Period:
Jul 17, 2006 to Dec 27, 2024
Jul 17, 2006 to Dec 27, 2024
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