CBOE S&P 500 Constituent Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:71.73% (-6.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3655 | 19.99 | |
| 0.1481 | 22.71 | |
| 0.7346 | 74.10 |
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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