CBOE S&P 500 9-Day Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:241.30% (-11.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9418 | 8.16 | |
| 0.1251 | 3.81 | |
| 0.5712 | 7.00 | |
| 0.0310 | 0.90 | |
| -0.0420 | -0.80 | |
| -0.0224 | -0.61 | |
| 0.1326 | 3.53 |
Estimation Period:
Jan 3, 2011 to Mar 13, 2026
Jan 3, 2011 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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