V-Lab: CBOE Volatility Index AGARCH Volatility Analysis

V-Lab

CBOE Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Friday, September 12th, 2025:82.87% (-3.35%)

Analysis last updated: Friday, September 12, 2025 at 11:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0213	9.83
$α$	0.1086	42.10
$β$	0.7783	240.07
$γ$	-5.3547	-28.74

Estimation Period:
Jan 2, 1990 to Sep 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts