CBOE S&P 500 Constituent Volatility Index

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	param	t-stat
$ω$	0.0507	18.96
$α$	0.1085	8.50
$β$	0.8599	100.04
$γ$	0.6961	5.33
$δ$	1.3667	12.75

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CBOE S&P 500 Dispersion Basket Index APARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:21.23% (+3.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Dispersion Basket Index Analyses