CBOE S&P 500 Spot Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:361.90% (+74.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6928 | 5.58 | |
| 0.1366 | 6.93 | |
| 0.6704 | 14.68 | |
| -0.0039 | -0.26 | |
| 0.0224 | 1.12 | |
| -0.0620 | -3.88 | |
| 0.0944 | 3.77 |
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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