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	param	t-stat
$ω$	1.0081	8.94
$α$	0.2100	6.86
$β$	0.6573	15.60
$γ_{1}$	-0.0001	-0.21

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

Volatility Prediction for Friday, January 16th, 2026:59.23% (-0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses