CBOE S&P 500 6-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:40.41% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1723 | 8.85 | |
| 0.2292 | 7.10 | |
| 0.6471 | 17.66 | |
| 0.0083 | 1.64 | |
| -0.0104 | -1.59 |
Estimation Period:
Jan 2, 2008 to Nov 28, 2025
Jan 2, 2008 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other CBOE S&P 500 6-Month Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices