V-Lab
CBOE 3-Month Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:53.53% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1370 | 1.06 | |
| 0.1215 | 32.55 | |
| 0.7928 | 191.12 | |
| -3.9832 | -22.16 |
Estimation Period:
Jul 17, 2006 to Sep 12, 2025
Jul 17, 2006 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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