CBOE S&P 500 9-Day Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:201.24% (+4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.66 | |
| 0.0459 | 17.05 | |
| 0.9238 | 226.43 |
Estimation Period:
Jan 3, 2011 to Oct 31, 2025
Jan 3, 2011 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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