CBOE VIX Tail Hedge Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.47% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1816 | 6.24 | |
| 0.1103 | 8.49 | |
| 0.8668 | 60.99 | |
| 0.0040 | 1.58 |
Estimation Period:
Mar 31, 2006 to Feb 6, 2026
Mar 31, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CBOE VIX Tail Hedge Index Analyses
Other Spline-GARCH Analyses on Volatility Indices