CBOE S&P 500 9-Day Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:301.04% (+56.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9428 | 8.11 | |
| 0.1268 | 3.84 | |
| 0.5695 | 7.01 | |
| 0.0308 | 0.88 | |
| -0.0408 | -0.77 | |
| -0.0255 | -0.70 | |
| 0.1362 | 3.65 |
Estimation Period:
Jan 3, 2011 to Feb 6, 2026
Jan 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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