CBOE S&P 500 Spot Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:293.07% (-42.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7064 | 5.54 | |
| 0.1383 | 7.02 | |
| 0.6740 | 14.81 | |
| 0.0016 | 0.11 | |
| 0.0103 | 0.52 | |
| -0.0415 | -2.88 | |
| 0.0426 | 3.82 |
Estimation Period:
Jan 3, 2006 to Feb 6, 2026
Jan 3, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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