CBOE S&P 500 Left Tail Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:220.77% (-11.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 15.61 | |
| 0.1055 | 26.15 | |
| 0.8780 | 221.33 |
Estimation Period:
Jan 3, 2006 to Feb 6, 2026
Jan 3, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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