CBOE S&P 500 One-Year Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:25.49% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2063 | 12.32 | |
| 0.1951 | 14.68 | |
| 0.7607 | 49.24 | |
| -0.6105 | -9.72 | |
| 0.7977 | 14.35 |
Estimation Period:
Jan 3, 2007 to Nov 7, 2025
Jan 3, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other CBOE S&P 500 One-Year Volatility Index Analyses
Other APARCH Analyses on Volatility Indices