CBOE VIX Indicative Ask Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:136.88% (+40.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7780 | 5.33 | |
| 0.1880 | 5.08 | |
| 0.5866 | 9.08 | |
| -0.0930 | -0.46 | |
| 0.0740 | 0.26 | |
| 0.0618 | 0.36 | |
| -0.0423 | -0.24 | |
| -0.0782 | -0.38 | |
| 0.2500 | 1.10 | |
| -0.5746 | -2.35 | |
| 0.9832 | 3.63 | |
| -1.2360 | -2.83 |
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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