CBOE S&P 500 9-Day Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:236.96% (+28.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.49 | |
| 0.0432 | 16.68 | |
| 0.9265 | 228.10 |
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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