CBOE S&P 500 9-Day Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:203.46% (-11.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 18.23 | |
| 0.0972 | 25.65 | |
| 0.7485 | 179.85 | |
| -10.0000 | -20.10 |
Estimation Period:
Jan 3, 2011 to Jan 30, 2026
Jan 3, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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