CBOE S&P 500 9-Day Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:208.58% (-15.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 17.92 | |
| 0.0990 | 25.69 | |
| 0.7455 | 177.84 | |
| -10.0000 | -20.14 |
Estimation Period:
Jan 3, 2011 to Nov 14, 2025
Jan 3, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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