CBOE S&P 500 6-Month Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.97% (-6.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1989 | 21.31 | |
| 0.1210 | 32.08 | |
| 0.8483 | 156.84 | |
| -1.0000 | -41.60 | |
| 0.9176 | 35.22 |
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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