CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:110.40% (+10.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1986 | 5.45 | |
| 0.2755 | 5.10 | |
| 0.1660 | 2.06 | |
| 0.1154 | 2.20 | |
| -0.1889 | -2.57 | |
| 0.1031 | 2.63 | |
| -0.0327 | -1.39 |
Estimation Period:
Jan 7, 2011 to Nov 14, 2025
Jan 7, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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