CBOE 3-Month Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:83.51% (-7.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0858 | 0.66 | |
| 0.1201 | 33.18 | |
| 0.7930 | 194.13 | |
| -4.0665 | -22.86 |
Estimation Period:
Jul 17, 2006 to Feb 6, 2026
Jul 17, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices