V-Lab
CBOE S&P 500 6-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:48.22% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1815 | 8.52 | |
| 0.2318 | 7.04 | |
| 0.6492 | 17.73 | |
| 0.0089 | 1.58 | |
| -0.0112 | -1.52 |
Estimation Period:
Jan 2, 2008 to May 2, 2025
Jan 2, 2008 to May 2, 2025
News Impact Curve
Volatility Forecasts
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