CBOE S&P 500 Constituent Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.22% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.23 | |
| 0.1117 | 16.62 | |
| 0.7895 | 97.14 | |
| -0.4670 | -12.52 | |
| 1.5135 | 18.34 |
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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