CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:99.99% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2010 | 5.43 | |
| 0.2799 | 5.14 | |
| 0.1679 | 2.11 | |
| 0.1117 | 2.16 | |
| -0.1831 | -2.52 | |
| 0.0985 | 2.55 | |
| -0.0286 | -1.25 |
Estimation Period:
Jan 7, 2011 to Dec 31, 2025
Jan 7, 2011 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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