CBOE S&P 500 9-Day Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:246.36% (-11.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9415 | 8.11 | |
| 0.1249 | 3.82 | |
| 0.5744 | 7.11 | |
| 0.0306 | 0.88 | |
| -0.0406 | -0.76 | |
| -0.0258 | -0.70 | |
| 0.1380 | 3.69 |
Estimation Period:
Jan 3, 2011 to Feb 13, 2026
Jan 3, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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