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	param	t-stat
$ω$	1.0101	6.82
$α$	0.1224	3.66
$β$	0.5545	6.15
$γ_{1}$	0.1297	1.00
$γ_{2}$	-0.1425	-0.74
$γ_{3}$	0.0412	0.27
$γ_{4}$	-0.1251	-0.72
$γ_{5}$	0.2273	1.27
$γ_{6}$	-0.3822	-2.38
$γ_{7}$	0.5716	4.26
$γ_{8}$	-0.4637	-5.08

V-Lab

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

Volatility Prediction for Friday, March 13th, 2026:225.81% (+12.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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