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	param	t-stat
$ω$	0.8693	9.29
$α$	0.1475	5.37
$β$	0.7180	16.74
$γ_{1}$	-0.0229	-2.16
$γ_{2}$	0.0307	2.30

V-Lab

CBOE S&P 500 Constituent Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:62.69% (-5.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Constituent Volatility Index Analyses