V-Lab
CBOE 3-Month Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, July 10th, 2025:57.64% (-3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1429 | 1.10 | |
| 0.1215 | 32.44 | |
| 0.7931 | 191.47 | |
| -3.9830 | -22.11 |
Estimation Period:
Jul 17, 2006 to Jul 3, 2025
Jul 17, 2006 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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