CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:199.57% (+93.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2010 | 5.44 | |
| 0.2746 | 5.07 | |
| 0.1701 | 2.09 | |
| 0.1172 | 2.21 | |
| -0.1913 | -2.57 | |
| 0.1038 | 2.62 | |
| -0.0326 | -1.37 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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