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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0110 | 6.80 | |
| 0.1240 | 3.67 | |
| 0.5517 | 6.12 | |
| 0.1293 | 0.99 | |
| -0.1413 | -0.72 | |
| 0.0404 | 0.26 | |
| -0.1263 | -0.72 | |
| 0.2313 | 1.28 | |
| -0.3889 | -2.39 | |
| 0.5744 | 4.19 | |
| -0.4611 | -4.79 |
Estimation Period:
Jan 3, 2011 to Feb 6, 2026
Jan 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CBOE S&P 500 9-Day Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices