CBOE Google Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:102.20% (+5.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2002 | 5.45 | |
| 0.2709 | 5.07 | |
| 0.1721 | 2.07 | |
| 0.1185 | 2.23 | |
| -0.1948 | -2.59 | |
| 0.1107 | 2.51 | |
| -0.0485 | -0.96 |
Estimation Period:
Jan 7, 2011 to Oct 31, 2025
Jan 7, 2011 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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