V-Lab
CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:56.56% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9997 | 8.51 | |
| 0.2088 | 6.69 | |
| 0.6638 | 15.82 | |
| -0.0002 | -0.31 |
Estimation Period:
Jul 17, 2006 to Jun 6, 2025
Jul 17, 2006 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
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