CBOE 3-Month Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:73.71% (-5.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0798 | 0.62 | |
| 0.1197 | 33.26 | |
| 0.7935 | 194.91 | |
| -4.0761 | -22.91 |
Estimation Period:
Jul 17, 2006 to Feb 13, 2026
Jul 17, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices