CBOE 3-Month Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:87.36% (-10.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2650 | 18.67 | |
| 0.1207 | 35.77 | |
| 0.8480 | 156.14 | |
| -1.0000 | -92.29 | |
| 0.8420 | 32.82 |
Estimation Period:
Jul 17, 2006 to Feb 13, 2026
Jul 17, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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