CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
205.88%
increased by 2.13%
1 Week
92.07%
decreased by 113.81%
1 Month
44.93%
decreased by 160.95%
Analysis last updated: Monday, March 23, 2026 at 11:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 155.0178 | 19.37 | |
| 0.1135 | 10.87 | |
| 0.7777 | 52.88 | |
| 5.2351 | 3.20 |
Estimation Period:
Jan 3, 2011 to Mar 20, 2026
Jan 3, 2011 to Mar 20, 2026
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