CBOE VIX Indicative Bid Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:129.33% (-17.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7381 | 5.18 | |
| 0.1479 | 5.81 | |
| 0.6599 | 10.16 | |
| -0.1865 | -0.90 | |
| 0.2053 | 0.70 | |
| -0.0392 | -0.21 | |
| 0.1167 | 0.50 | |
| -0.2721 | -0.84 | |
| 0.3878 | 1.24 | |
| -0.5891 | -2.41 | |
| 0.9095 | 3.59 | |
| -1.0628 | -2.60 |
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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