CBOE Low Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.98% (+4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0019 | -0.51 | |
| 0.1536 | 21.17 | |
| 0.8135 | 110.73 | |
| 0.4365 | 11.79 |
Estimation Period:
Mar 21, 2006 to Jan 30, 2026
Mar 21, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Low Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices