CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:103.18% (+5.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2013 | 5.41 | |
| 0.2865 | 5.22 | |
| 0.1665 | 2.13 | |
| 0.1064 | 2.10 | |
| -0.1750 | -2.46 | |
| 0.0935 | 2.48 | |
| -0.0249 | -1.12 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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