CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:161.47% (+48.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2013 | 5.41 | |
| 0.2830 | 5.17 | |
| 0.1676 | 2.12 | |
| 0.1092 | 2.13 | |
| -0.1792 | -2.49 | |
| 0.0960 | 2.51 | |
| -0.0267 | -1.18 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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