CBOE S&P 500 9-Day Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:213.87% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.44 | |
| 0.0427 | 16.64 | |
| 0.9269 | 228.09 |
Estimation Period:
Jan 3, 2011 to Feb 27, 2026
Jan 3, 2011 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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