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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	1.4126	6.33
$α$	0.2381	7.18
$β$	0.6320	16.44
$γ_{1}$	0.0132	2.17
$γ_{2}$	-0.0229	-1.71

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:37.03% (+13.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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