CBOE Google Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:100.08% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2025 | 5.45 | |
| 0.2699 | 5.04 | |
| 0.1770 | 2.09 | |
| 0.1195 | 2.24 | |
| -0.1967 | -2.61 | |
| 0.1133 | 2.56 | |
| -0.0563 | -1.11 |
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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