CBOE VIX Indicative Ask Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:141.25% (-3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8199 | 7.17 | |
| 0.1928 | 4.76 | |
| 0.5858 | 8.77 | |
| -0.0300 | -0.62 | |
| 0.0401 | 0.55 | |
| -0.0019 | -0.03 | |
| -0.0811 | -1.12 | |
| 0.2649 | 3.37 |
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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