CBOE S&P 500 9-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
354.93%
decreased by 58.60%
1 Week
309.33%
decreased by 104.20%
1 Month
267.27%
decreased by 146.26%
Analysis last updated: Tuesday, June 9, 2026 at 11:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0098 | 6.90 | |
| 0.1218 | 3.65 | |
| 0.5489 | 6.02 | |
| 0.1291 | 1.04 | |
| -0.1431 | -0.79 | |
| 0.0395 | 0.28 | |
| -0.1135 | -0.71 | |
| 0.1996 | 1.18 | |
| -0.3342 | -2.17 | |
| 0.5281 | 4.04 | |
| -0.4507 | -5.30 |
Estimation Period:
Jan 3, 2011 to Jun 5, 2026
Jan 3, 2011 to Jun 5, 2026
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