CBOE Google Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:79.10% (+6.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2766 | 5.64 | |
| 0.2634 | 5.02 | |
| 0.1657 | 1.96 | |
| 0.1705 | 2.35 | |
| -0.2223 | -2.14 | |
| 0.0098 | 0.15 | |
| 0.1209 | 2.09 | |
| -0.2338 | -3.27 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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