CBOE 1-Day Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:404.65% (+3.76%)
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
Other CBOE 1-Day Volatility Index Analyses
Other GARCH Analyses on Volatility Indices