CBOE VIX Indicative Ask Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:165.13% (+31.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7826 | 5.28 | |
| 0.1913 | 4.97 | |
| 0.5872 | 9.02 | |
| -0.0868 | -0.43 | |
| 0.0639 | 0.22 | |
| 0.0688 | 0.40 | |
| -0.0508 | -0.29 | |
| -0.0598 | -0.29 | |
| 0.2080 | 0.91 | |
| -0.4795 | -2.02 | |
| 0.7554 | 3.57 | |
| -0.6050 | -4.51 |
Estimation Period:
Sep 18, 2009 to Jan 30, 2026
Sep 18, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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