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	param	t-stat
$ω$	0.9860	6.61
$α$	0.1188	3.58
$β$	0.5320	5.49
$γ_{1}$	0.0703	0.38
$γ_{2}$	0.0007	0.00
$γ_{3}$	-0.1423	-0.57
$γ_{4}$	0.1288	0.54
$γ_{5}$	-0.1805	-0.83
$γ_{6}$	0.3029	1.45
$γ_{7}$	-0.5533	-2.64
$γ_{8}$	0.9488	3.75
$γ_{9}$	-1.1866	-2.27

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:193.46% (+15.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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