CBOE 3-Month Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:76.58% (-5.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0625 | 7.25 | |
| 0.2087 | 6.74 | |
| 0.6579 | 15.62 | |
| 0.0018 | 0.76 |
Estimation Period:
Jul 17, 2006 to Nov 28, 2025
Jul 17, 2006 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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