CBOE 3-Month Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:62.56% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3858 | 21.58 | |
| 0.2094 | 26.97 | |
| 0.6547 | 61.12 |
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 GARCH Analyses on Volatility Indices