CBOE Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:96.39% (+10.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0168 | 9.79 | |
| 0.1082 | 42.07 | |
| 0.7783 | 240.65 | |
| -5.3898 | -28.81 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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