CBOE S&P 500 9-Day Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:179.87% (-8.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 18.10 | |
| 0.0984 | 25.70 | |
| 0.7462 | 178.65 | |
| -10.0000 | -20.32 |
Estimation Period:
Jan 3, 2011 to Jan 9, 2026
Jan 3, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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