CBOE S&P 500 Constituent Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:65.32% (-7.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9201 | 11.14 | |
| 0.1450 | 5.22 | |
| 0.7179 | 16.32 | |
| -0.0093 | -1.79 |
Estimation Period:
Jun 19, 2014 to Feb 6, 2026
Jun 19, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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