CBOE S&P 500 One-Year Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:26.70% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8776 | 17.64 | |
| 0.2444 | 28.90 | |
| 0.6389 | 74.55 |
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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