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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	1.4082	6.35
$α$	0.2375	7.17
$β$	0.6318	16.41
$γ_{1}$	0.0129	2.16
$γ_{2}$	-0.0224	-1.72

V-Lab

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

Volatility Prediction for Friday, March 6th, 2026:43.76% (+6.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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