CBOE S&P 500 One-Year Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.79% (+4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1974 | 8.71 | |
| 0.2433 | 7.25 | |
| 0.6269 | 16.13 | |
| 0.0010 | 1.55 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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