CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:103.88% (+3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1999 | 5.46 | |
| 0.2718 | 5.05 | |
| 0.1690 | 2.06 | |
| 0.1189 | 2.24 | |
| -0.1939 | -2.60 | |
| 0.1057 | 2.65 | |
| -0.0343 | -1.43 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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