CBOE 3-Month Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:59.94% (+5.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2703 | 18.54 | |
| 0.1205 | 35.25 | |
| 0.8471 | 154.38 | |
| -1.0000 | -85.13 | |
| 0.8488 | 32.78 |
Estimation Period:
Jul 17, 2006 to Dec 12, 2025
Jul 17, 2006 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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