CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:97.41% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1988 | 5.44 | |
| 0.2764 | 5.11 | |
| 0.1667 | 2.07 | |
| 0.1139 | 2.18 | |
| -0.1865 | -2.55 | |
| 0.1013 | 2.60 | |
| -0.0311 | -1.34 |
Estimation Period:
Jan 7, 2011 to Dec 5, 2025
Jan 7, 2011 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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