CBOE Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:105.10% (-5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7008 | 10.66 | |
| 0.0875 | 6.86 | |
| 0.8437 | 170.14 | |
| -1.0000 | -4.36 | |
| 1.1412 | 29.70 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
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