CBOE Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:111.75% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9670 | 9.52 | |
| 0.1076 | 42.34 | |
| 0.7781 | 242.01 | |
| -5.4710 | -29.32 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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