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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.2842	10.09
$α$	0.1886	30.27
$β$	0.7234	112.29
$γ$	-1.4136	-17.32

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CBOE S&P 500 One-Year Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:35.94% (+5.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 One-Year Volatility Index Analyses