V-Lab
CBOE S&P 500 9-Day Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:151.31% (-5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.40 | |
| 0.0803 | 16.20 | |
| 0.8393 | 83.13 | |
| -1.0000 | -28.43 | |
| 0.8916 | 17.31 |
Estimation Period:
Jan 3, 2011 to Jul 3, 2025
Jan 3, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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