CBOE Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:111.25% (-3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 26.08 | |
| 0.1357 | 29.41 | |
| 0.7577 | 107.31 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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