CBOE Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:155.13% (-16.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 25.95 | |
| 0.1361 | 29.30 | |
| 0.7576 | 106.58 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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