CBOE S&P 500 6-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:44.52% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0126 | 10.41 | |
| 0.2288 | 7.29 | |
| 0.6501 | 18.02 | |
| -0.0000 | -0.03 |
Estimation Period:
Jan 2, 2008 to Feb 27, 2026
Jan 2, 2008 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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