CBOE S&P 500 One-Year Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.32% (+15.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2021 | 12.40 | |
| 0.1955 | 14.85 | |
| 0.7621 | 50.03 | |
| -0.6104 | -9.86 | |
| 0.7974 | 14.39 |
Estimation Period:
Jan 3, 2007 to Jan 30, 2026
Jan 3, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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