CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:115.14% (+16.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1992 | 5.45 | |
| 0.2751 | 5.10 | |
| 0.1655 | 2.05 | |
| 0.1164 | 2.21 | |
| -0.1902 | -2.57 | |
| 0.1037 | 2.64 | |
| -0.0330 | -1.40 |
Estimation Period:
Jan 7, 2011 to Nov 7, 2025
Jan 7, 2011 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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