CBOE VIX Indicative Bid Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:157.86% (+26.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7475 | 5.20 | |
| 0.1485 | 5.66 | |
| 0.6616 | 10.23 | |
| -0.1665 | -0.80 | |
| 0.1719 | 0.58 | |
| -0.0135 | -0.07 | |
| 0.0918 | 0.39 | |
| -0.2436 | -0.75 | |
| 0.3456 | 1.10 | |
| -0.5092 | -2.17 | |
| 0.7313 | 3.81 | |
| -0.5891 | -4.70 |
Estimation Period:
Sep 18, 2009 to Feb 6, 2026
Sep 18, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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