CBOE Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:102.35% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 26.16 | |
| 0.1359 | 29.61 | |
| 0.7577 | 107.93 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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