CBOE S&P 500 Constituent Volatility Index

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	param	t-stat
$ω$	0.8350	3.38
$α$	0.1651	6.31
$β$	0.7964	33.60
$γ_{1}$	0.0018	0.17

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CBOE S&P 500 Dispersion Basket Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:18.40% (+2.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Dispersion Basket Index Analyses