V-Lab
CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:59.09% (-3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0022 | 8.68 | |
| 0.2091 | 6.74 | |
| 0.6615 | 15.70 | |
| -0.0002 | -0.28 |
Estimation Period:
Jul 17, 2006 to Aug 22, 2025
Jul 17, 2006 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices