CBOE S&P 500 One-Year Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.27% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2020 | 12.42 | |
| 0.1953 | 14.85 | |
| 0.7622 | 50.02 | |
| -0.6116 | -9.89 | |
| 0.7964 | 14.47 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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