CBOE S&P 500 6-Month Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:59.81% (-9.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5324 | 25.54 | |
| 0.2304 | 29.04 | |
| 0.6491 | 72.55 |
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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