V-Lab

CBOE S&P 500 9-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:258.45% (-18.55%)
Analysis last updated: Thursday, April 17, 2025 at 11:32 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
ω0.97055.76
α0.12243.58
β0.55366.01
γ10.02380.07
γ20.09970.18
γ3-0.2224-0.57
γ40.17600.56
γ5-0.1414-0.39
γ6-0.0227-0.06
γ70.36601.08
γ8-0.8609-2.65
γ91.27963.93
γ10-1.0042-3.74
Estimation Period:
Jan 3, 2011 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts