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	param	t-stat
$ω$	1.0051	8.93
$α$	0.2097	6.84
$β$	0.6571	15.53
$γ_{1}$	-0.0001	-0.23

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

Volatility Prediction for Friday, January 2nd, 2026:54.60% (+1.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses