CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:96.27% (-5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2000 | 5.43 | |
| 0.2808 | 5.16 | |
| 0.1668 | 2.10 | |
| 0.1104 | 2.14 | |
| -0.1811 | -2.51 | |
| 0.0976 | 2.55 | |
| -0.0282 | -1.24 |
Estimation Period:
Jan 7, 2011 to Jan 16, 2026
Jan 7, 2011 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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