V-Lab
CBOE S&P 500 9-Day Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:168.39% (-7.76%)
Analysis last updated: Thursday, May 2, 2024 at 11:57 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 6.52 | |
| 0.0714 | 13.35 | |
| 0.8548 | 90.40 | |
| -1.0000 | -14.36 | |
| 0.9419 | 16.70 |
Estimation Period:
Jan 3, 2011 to Apr 26, 2024
Jan 3, 2011 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other CBOE S&P 500 9-Day Volatility Index Analyses