V-Lab: CBOE Volatility Index GARCH Volatility Analysis

V-Lab

CBOE Volatility Index GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:92.69% (-5.61%)

Analysis last updated: Wednesday, July 2, 2025 at 11:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	25.94
$α$	0.1360	29.00
$β$	0.7574	105.80

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts