V-Lab
V-Lab
CBOE S&P 500 6-Month Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:50.49% (-4.69%)
Analysis last updated: Thursday, May 8, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE S&P 500 6-Month Volatility Index AGARCH
paramt-stat
ω0.17592.90
α0.138326.97
β0.7835142.89
γ-2.3928-20.29
Estimation Period:
Jan 2, 2008 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts