V-Lab
CBOE S&P 500 One-Year Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:31.83% (-4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3159 | 10.82 | |
| 0.1938 | 29.94 | |
| 0.7149 | 109.56 | |
| -1.4174 | -16.91 |
Estimation Period:
Jan 3, 2007 to May 2, 2025
Jan 3, 2007 to May 2, 2025
News Impact Curve
Volatility Forecasts
Other CBOE S&P 500 One-Year Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices