CBOE S&P 500 One-Year Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:27.59% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2978 | 10.41 | |
| 0.1890 | 30.06 | |
| 0.7210 | 110.85 | |
| -1.4204 | -17.16 |
Estimation Period:
Jan 3, 2007 to Nov 7, 2025
Jan 3, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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