CBOE S&P 500 9-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:190.99% (-4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9858 | 6.40 | |
| 0.1214 | 3.68 | |
| 0.5477 | 5.96 | |
| 0.0642 | 0.31 | |
| 0.0161 | 0.05 | |
| -0.1657 | -0.62 | |
| 0.1709 | 0.70 | |
| -0.2535 | -1.16 | |
| 0.4022 | 1.82 | |
| -0.6360 | -2.92 | |
| 0.8833 | 4.47 | |
| -0.6921 | -4.71 |
Estimation Period:
Jan 3, 2011 to Oct 24, 2025
Jan 3, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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