CBOE 1-Day Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:484.69% (-44.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 3.36 | |
| 0.1639 | 22.67 | |
| 0.8096 | 171.67 | |
| -10.0000 | -10.68 |
Estimation Period:
May 13, 2022 to Jan 30, 2026
May 13, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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