CBOE S&P 500 Spot Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:306.54% (-12.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 12.45 | |
| 0.0754 | 25.85 | |
| 0.9026 | 253.18 |
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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