CBOE S&P 500 9-Day Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:183.88% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.60 | |
| 0.0453 | 16.97 | |
| 0.9243 | 226.48 |
Estimation Period:
Jan 3, 2011 to Jan 2, 2026
Jan 3, 2011 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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