V-Lab
CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:82.74% (-12.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9993 | 8.48 | |
| 0.2082 | 6.67 | |
| 0.6651 | 15.89 | |
| -0.0002 | -0.32 |
Estimation Period:
Jul 17, 2006 to May 23, 2025
Jul 17, 2006 to May 23, 2025
News Impact Curve
Volatility Forecasts
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