CBOE S&P 500 9-Day Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:230.63% (-17.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 17.88 | |
| 0.0992 | 25.51 | |
| 0.7457 | 177.29 | |
| -10.0000 | -20.12 |
Estimation Period:
Jan 3, 2011 to Oct 10, 2025
Jan 3, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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