CBOE S&P 500 9-Day Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:227.69% (-21.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.53 | |
| 0.0800 | 17.16 | |
| 0.8353 | 81.53 | |
| -1.0000 | -35.45 | |
| 0.8737 | 17.27 |
Estimation Period:
Jan 3, 2011 to Mar 13, 2026
Jan 3, 2011 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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