V-Lab
CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:58.14% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0035 | 8.60 | |
| 0.2086 | 6.72 | |
| 0.6636 | 15.86 | |
| -0.0002 | -0.27 |
Estimation Period:
Jul 17, 2006 to Jul 25, 2025
Jul 17, 2006 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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