CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:85.50% (+22.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0057 | 9.01 | |
| 0.2100 | 6.86 | |
| 0.6557 | 15.49 | |
| -0.0001 | -0.22 |
Estimation Period:
Jul 17, 2006 to Jan 30, 2026
Jul 17, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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