CBOE S&P 500 One-Year Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.80% (+12.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1990 | 8.68 | |
| 0.2431 | 7.24 | |
| 0.6273 | 16.14 | |
| 0.0011 | 1.56 |
Estimation Period:
Jan 3, 2007 to Jan 30, 2026
Jan 3, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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