CBOE 3-Month Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:63.35% (-3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0642 | 7.21 | |
| 0.2079 | 6.70 | |
| 0.6598 | 15.70 | |
| 0.0018 | 0.78 |
Estimation Period:
Jul 17, 2006 to Oct 24, 2025
Jul 17, 2006 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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