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	param	t-stat
$ω$	1.0222	6.78
$α$	0.1237	3.69
$β$	0.5644	6.47
$γ_{1}$	0.1387	1.04
$γ_{2}$	-0.1543	-0.77
$γ_{3}$	0.0464	0.29
$γ_{4}$	-0.1301	-0.72
$γ_{5}$	0.2328	1.26
$γ_{6}$	-0.3858	-2.32
$γ_{7}$	0.5567	3.96
$γ_{8}$	-0.4364	-4.32

V-Lab

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

Volatility Prediction for Friday, January 16th, 2026:208.49% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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