CBOE 3-Month Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:63.26% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0572 | 7.26 | |
| 0.2095 | 6.80 | |
| 0.6566 | 15.63 | |
| 0.0014 | 0.64 |
Estimation Period:
Jul 17, 2006 to Jan 23, 2026
Jul 17, 2006 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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