CBOE S&P 500 9-Day Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2025:228.39% (+2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9842 | 6.41 | |
| 0.1215 | 3.66 | |
| 0.5468 | 5.96 | |
| 0.0651 | 0.33 | |
| 0.0084 | 0.03 | |
| -0.1473 | -0.57 | |
| 0.1390 | 0.57 | |
| -0.2031 | -0.93 | |
| 0.3331 | 1.56 | |
| -0.5559 | -2.68 | |
| 0.8202 | 4.44 | |
| -0.6704 | -4.99 |
Estimation Period:
Jan 3, 2011 to Dec 5, 2025
Jan 3, 2011 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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