CBOE 1-Day Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:406.83% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.49 | |
| 0.0132 | 8.18 | |
| 0.9792 | 390.91 |
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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