CBOE Google Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:144.16% (+51.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2756 | 5.65 | |
| 0.2612 | 4.95 | |
| 0.1703 | 1.97 | |
| 0.1721 | 2.35 | |
| -0.2228 | -2.12 | |
| 0.0067 | 0.10 | |
| 0.1232 | 2.10 | |
| -0.2240 | -3.09 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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