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	param	t-stat
$ω$	1.0102	6.80
$α$	0.1219	3.66
$β$	0.5578	6.23
$γ_{1}$	0.1299	1.00
$γ_{2}$	-0.1428	-0.74
$γ_{3}$	0.0417	0.27
$γ_{4}$	-0.1266	-0.72
$γ_{5}$	0.2305	1.28
$γ_{6}$	-0.3879	-2.40
$γ_{7}$	0.5777	4.24
$γ_{8}$	-0.4689	-4.92

V-Lab

CBOE S&P 500 9-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:222.48% (-8.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 9-Day Volatility Index Analyses