V-Lab: CBOE Volatility Index APARCH Volatility Analysis

V-Lab

CBOE Volatility Index APARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:195.41% (+0.56%)

Analysis last updated: Thursday, April 17, 2025 at 11:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6773	10.54
$α$	0.0856	6.22
$β$	0.8487	175.53
$γ$	-1.0000	-3.92
$δ$	1.1487	29.52

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts