CBOE S&P 500 One-Year Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.94% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8632 | 17.84 | |
| 0.2457 | 29.40 | |
| 0.6392 | 75.58 |
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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