V-Lab
CBOE S&P 500 9-Day Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:140.34% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.40 | |
| 0.0805 | 16.18 | |
| 0.8392 | 82.63 | |
| -1.0000 | -28.54 | |
| 0.8910 | 17.30 |
Estimation Period:
Jan 3, 2011 to May 16, 2025
Jan 3, 2011 to May 16, 2025
News Impact Curve
Volatility Forecasts
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