CBOE S&P 500 9-Day Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:221.40% (-5.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.50 | |
| 0.0431 | 16.71 | |
| 0.9266 | 228.51 |
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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