CBOE S&P 500 Constituent Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.20% (-5.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2868 | 21.60 | |
| 0.1460 | 27.54 | |
| 0.7232 | 93.25 | |
| -1.4902 | -15.41 |
Estimation Period:
Jun 19, 2014 to Feb 6, 2026
Jun 19, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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