CBOE 1-Day Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:470.12% (-44.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 3.35 | |
| 0.1655 | 22.85 | |
| 0.8090 | 171.83 | |
| -10.0000 | -10.74 |
Estimation Period:
May 13, 2022 to Feb 6, 2026
May 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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