CBOE Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:84.91% (-4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0098 | 9.72 | |
| 0.1083 | 42.26 | |
| 0.7773 | 239.91 | |
| -5.4272 | -29.10 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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