V-Lab
CBOE 3-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 3rd, 2025:62.94% (-1.03%)
Analysis last updated: Saturday, February 1, 2025 at 11:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0255 | 8.54 | |
| 0.2106 | 6.59 | |
| 0.6584 | 15.16 | |
| -0.0001 | -0.09 |
Estimation Period:
Jul 17, 2006 to Jan 31, 2025
Jul 17, 2006 to Jan 31, 2025
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