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	param	t-stat
$ω$	1.0107	6.79
$α$	0.1231	3.66
$β$	0.5546	6.16
$γ_{1}$	0.1285	0.97
$γ_{2}$	-0.1399	-0.71
$γ_{3}$	0.0394	0.25
$γ_{4}$	-0.1257	-0.71
$γ_{5}$	0.2309	1.27
$γ_{6}$	-0.3876	-2.37
$γ_{7}$	0.5668	4.10
$γ_{8}$	-0.4486	-4.57

V-Lab

CBOE S&P 500 9-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:223.95% (+14.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 9-Day Volatility Index Analyses