CBOE S&P 500 9-Day Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:216.39% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9999 | 7.51 | |
| 0.0803 | 17.12 | |
| 0.8357 | 81.90 | |
| -1.0000 | -34.90 | |
| 0.8754 | 17.30 |
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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