CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:135.79% (-26.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2006 | 5.41 | |
| 0.2843 | 5.20 | |
| 0.1669 | 2.12 | |
| 0.1085 | 2.12 | |
| -0.1784 | -2.49 | |
| 0.0962 | 2.53 | |
| -0.0273 | -1.21 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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