CBOE Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:83.31% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7034 | 10.65 | |
| 0.0873 | 6.72 | |
| 0.8437 | 169.82 | |
| -1.0000 | -4.26 | |
| 1.1428 | 29.65 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
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