CBOE S&P 500 Spot Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:249.47% (-20.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5291 | 10.68 | |
| 0.0894 | 20.84 | |
| 0.8913 | 178.33 | |
| -1.0000 | -17.49 | |
| 0.9498 | 27.43 |
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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