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	param	t-stat
$ω$	1.0140	10.36
$α$	0.2295	7.29
$β$	0.6499	18.02
$γ_{1}$	-0.0000	-0.02

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CBOE S&P 500 6-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:57.08% (+16.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 6-Month Volatility Index Analyses