Skip to main content
V-Lab

CBOE S&P 500 9-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:300.57% (+67.14%)
Analysis last updated: Monday, February 9, 2026 at 12:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE S&P 500 9-Day Volatility Index S0GARCH
paramt-stat
ω1.01106.80
α0.12403.67
β0.55176.12
γ10.12930.99
γ2-0.1413-0.72
γ30.04040.26
γ4-0.1263-0.72
γ50.23131.28
γ6-0.3889-2.39
γ70.57444.19
γ8-0.4611-4.79
Estimation Period:
Jan 3, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts