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	param	t-stat
$ω$	1.0053	9.01
$α$	0.2116	6.91
$β$	0.6543	15.46
$γ_{1}$	-0.0002	-0.26

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CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2026:91.35% (-13.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses