CBOE Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:168.56% (+19.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6891 | 10.74 | |
| 0.0881 | 7.57 | |
| 0.8439 | 170.92 | |
| -1.0000 | -4.84 | |
| 1.1323 | 29.75 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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