CBOE S&P 500 6-Month Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.77% (+11.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0877 | 9.18 | |
| 0.2322 | 7.22 | |
| 0.6454 | 17.84 | |
| 0.0023 | 0.99 |
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 Spline-GARCH Analyses on Volatility Indices