CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2025:60.99% (+4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0008 | 8.88 | |
| 0.2094 | 6.81 | |
| 0.6574 | 15.51 | |
| -0.0002 | -0.27 |
Estimation Period:
Jul 17, 2006 to Dec 5, 2025
Jul 17, 2006 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices