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CBOE S&P 500 9-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:190.99% (-4.63%)
Analysis last updated: Thursday, October 30, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE S&P 500 9-Day Volatility Index S0GARCH
paramt-stat
ω0.98586.40
α0.12143.68
β0.54775.96
γ10.06420.31
γ20.01610.05
γ3-0.1657-0.62
γ40.17090.70
γ5-0.2535-1.16
γ60.40221.82
γ7-0.6360-2.92
γ80.88334.47
γ9-0.6921-4.71
Estimation Period:
Jan 3, 2011 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts