CBOE S&P 500 9-Day Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:206.63% (-13.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 18.23 | |
| 0.0974 | 25.79 | |
| 0.7488 | 180.13 | |
| -10.0000 | -20.14 |
Estimation Period:
Jan 3, 2011 to Feb 13, 2026
Jan 3, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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