CBOE 3-Month Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:81.38% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0845 | 0.65 | |
| 0.1200 | 33.26 | |
| 0.7929 | 194.29 | |
| -4.0741 | -22.93 |
Estimation Period:
Jul 17, 2006 to Mar 13, 2026
Jul 17, 2006 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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