CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:81.71% (+12.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9997 | 8.85 | |
| 0.2082 | 6.77 | |
| 0.6594 | 15.61 | |
| -0.0002 | -0.28 |
Estimation Period:
Jul 17, 2006 to Nov 14, 2025
Jul 17, 2006 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices