V-Lab
V-Lab
CBOE 3-Month Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:62.85% (+6.23%)
Analysis last updated: Tuesday, July 15, 2025 at 11:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE 3-Month Volatility Index APARCH
paramt-stat
ω0.266818.32
α0.119434.55
β0.8492155.17
γ-1.0000-79.41
δ0.853532.84
Estimation Period:
Jul 17, 2006 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts