CBOE 3-Month Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:57.88% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1290 | 0.99 | |
| 0.1210 | 32.81 | |
| 0.7914 | 190.93 | |
| -4.0289 | -22.51 |
Estimation Period:
Jul 17, 2006 to Dec 12, 2025
Jul 17, 2006 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices