Note this means that in the long run hedging $VIX futures with $SPX futures isn't going to work.
And VIX futures are similarly forward variance plus an adjustment and mostly this works OK (until it doesn't, THIS water is deep enough for whole trading books to sink in).
So I'm saying SPX option vols must be a function of SPX history. How, exactly, is deep enough water for a whole other thread, another career.
Wrong, I think, but if you insist on delving into "Time Series Analysis" there's a nice intro at the blackarbs blog. It's got all the python you need. It's better than a textbook which will only send you to sleep.
Absent some large flow, the main part of that is the carry, the implied-realized spread (give or take vanna, spot-vol correlation, more deep water).
So you end up with $VIX(SPX live, SPX realized vol, SPX bollinger %b)
Now - put that 3 factor model into a neural network. End.