CBOE VIX Tail Hedge Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.28% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 19.43 | |
| 0.1224 | 18.83 | |
| 0.8690 | 163.87 | |
| 0.3402 | 9.73 | |
| 1.5806 | 32.06 |
Estimation Period:
Mar 31, 2006 to Feb 6, 2026
Mar 31, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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