CBOE Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:104.90% (-7.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6996 | 10.65 | |
| 0.0871 | 6.71 | |
| 0.8443 | 170.92 | |
| -1.0000 | -4.26 | |
| 1.1428 | 29.67 |
Estimation Period:
Jan 2, 1990 to Nov 26, 2025
Jan 2, 1990 to Nov 26, 2025
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