CBOE S&P 500 Spot Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:307.02% (-32.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.2925 | 15.42 | |
| 0.1367 | 49.81 | |
| 0.7766 | 196.47 | |
| -7.6916 | -23.84 |
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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