CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:129.41% (+74.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9995 | 8.78 | |
| 0.2076 | 6.71 | |
| 0.6615 | 15.64 | |
| -0.0002 | -0.30 |
Estimation Period:
Jul 17, 2006 to Oct 10, 2025
Jul 17, 2006 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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