CBOE VIX Indicative Ask Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:125.38% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7839 | 5.31 | |
| 0.1896 | 4.96 | |
| 0.5890 | 9.03 | |
| -0.0805 | -0.39 | |
| 0.0529 | 0.18 | |
| 0.0764 | 0.44 | |
| -0.0520 | -0.28 | |
| -0.0711 | -0.34 | |
| 0.2411 | 1.04 | |
| -0.5349 | -2.22 | |
| 0.8115 | 3.76 | |
| -0.6365 | -4.38 |
Estimation Period:
Sep 18, 2009 to Nov 28, 2025
Sep 18, 2009 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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