CBOE Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:131.81% (-9.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9376 | 9.36 | |
| 0.1079 | 42.51 | |
| 0.7781 | 242.79 | |
| -5.4900 | -29.52 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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