CBOE S&P 500 6-Month Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.00% (+11.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0130 | 10.37 | |
| 0.2300 | 7.31 | |
| 0.6495 | 18.01 | |
| -0.0000 | -0.05 |
Estimation Period:
Jan 2, 2008 to Feb 6, 2026
Jan 2, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CBOE S&P 500 6-Month Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices