CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:64.80% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 8.83 | |
| 0.2089 | 6.78 | |
| 0.6588 | 15.57 | |
| -0.0002 | -0.28 |
Estimation Period:
Jul 17, 2006 to Oct 31, 2025
Jul 17, 2006 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices