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	param	t-stat
$ω$	1.0000	5.44
$α$	0.1746	29.60
$β$	0.8252	136.71
$γ$	0.0001	0.00
$δ$	1.1275	19.01

V-Lab

CBOE S&P 500 Left Tail Volatility Index APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:268.06% (+47.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Left Tail Volatility Index Analyses