V-Lab: CBOE Volatility Index APARCH Volatility Analysis

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CBOE Volatility Index APARCH Volatility Analysis

Volatility Prediction for Thursday, October 30th, 2025:110.45% (-0.69%)

Analysis last updated: Thursday, October 30, 2025 at 11:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7008	10.64
$α$	0.0870	6.60
$β$	0.8444	170.79
$γ$	-1.0000	-4.18
$δ$	1.1443	29.66

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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