CBOE Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:131.93% (-11.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9268 | 9.32 | |
| 0.1074 | 42.47 | |
| 0.7788 | 243.90 | |
| -5.4984 | -29.48 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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