CBOE S&P 500 6-Month Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:54.93% (-4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0987 | 1.61 | |
| 0.1295 | 27.28 | |
| 0.7935 | 148.98 | |
| -2.5235 | -20.88 |
Estimation Period:
Jan 2, 2008 to Feb 6, 2026
Jan 2, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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