V-Lab
CBOE 3-Month Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:61.72% (-4.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2312 | 1.77 | |
| 0.1255 | 31.68 | |
| 0.7873 | 186.22 | |
| -3.8785 | -21.27 |
Estimation Period:
Jul 17, 2006 to May 2, 2025
Jul 17, 2006 to May 2, 2025
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
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