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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.6867	30.34
$α$	0.3575	11.87
$β$	0.6942	97.26
$γ$	-0.2965	-8.50

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CBOE S&P 500 One-Year Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:41.94% (-2.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 One-Year Volatility Index Analyses