V-Lab
V-Lab
CBOE S&P 500 9-Day Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:179.51% (-1.86%)
Analysis last updated: Tuesday, July 1, 2025 at 11:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of CBOE S&P 500 9-Day Volatility Index GARCH
paramt-stat
ω5.000013.66
α0.048017.11
β0.9221223.31
Estimation Period:
Jan 3, 2011 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts