V-Lab
V-Lab
CBOE S&P 500 9-Day Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:255.83% (-3.07%)
Analysis last updated: Monday, June 30, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE S&P 500 9-Day Volatility Index SGARCH
paramt-stat
ω0.98907.38
α0.12293.48
β0.56206.37
γ10.07621.23
γ2-0.1051-1.20
γ30.04330.70
γ4-0.0993-1.45
γ50.32583.88
Estimation Period:
Jan 3, 2011 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts