CBOE 1-Day Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:475.25% (-54.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.55 | |
| 0.0689 | 12.49 | |
| 0.8176 | 40.38 | |
| -1.0000 | -331.78 | |
| 0.6077 | 8.32 |
Estimation Period:
May 13, 2022 to Feb 6, 2026
May 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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