CBOE Google Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:77.10% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2773 | 5.66 | |
| 0.2628 | 4.94 | |
| 0.1685 | 1.96 | |
| 0.1745 | 2.36 | |
| -0.2248 | -2.12 | |
| 0.0059 | 0.09 | |
| 0.1194 | 2.00 | |
| -0.1946 | -2.60 |
Estimation Period:
Jan 7, 2011 to Dec 24, 2025
Jan 7, 2011 to Dec 24, 2025
News Impact Curve
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