CBOE S&P 500 9-Day Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:229.69% (-21.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.53 | |
| 0.0807 | 17.18 | |
| 0.8348 | 81.54 | |
| -1.0000 | -35.73 | |
| 0.8734 | 17.28 |
Estimation Period:
Jan 3, 2011 to Feb 6, 2026
Jan 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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