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

Skip to main content

V-Lab

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

Volatility Prediction for Thursday, October 30th, 2025:175.15% (-4.98%)

Analysis last updated: Thursday, October 30, 2025 at 11:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9831	6.38
$α$	0.1204	3.70
$β$	0.5504	5.97
$γ_{1}$	0.0598	0.29
$γ_{2}$	0.0251	0.08
$γ_{3}$	-0.1773	-0.66
$γ_{4}$	0.1878	0.77
$γ_{5}$	-0.2770	-1.26
$γ_{6}$	0.4383	1.95
$γ_{7}$	-0.7019	-3.00
$γ_{8}$	1.0248	3.75
$γ_{9}$	-1.0652	-2.38

Estimation Period:
Jan 3, 2011 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other CBOE S&P 500 9-Day Volatility Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH