V-Lab
V-Lab
CBOE Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:86.89% (-0.21%)
Analysis last updated: Thursday, September 18, 2025 at 11:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Volatility Index GARCH
paramt-stat
ω5.000025.99
α0.136429.20
β0.7568106.06
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts