CBOE 3-Month Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:116.21% (-13.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1162 | 0.89 | |
| 0.1211 | 32.82 | |
| 0.7932 | 192.80 | |
| -4.0166 | -22.38 |
Estimation Period:
Jul 17, 2006 to Oct 17, 2025
Jul 17, 2006 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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