V-Lab
V-Lab
CBOE 3-Month Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:50.00% (-3.48%)
Analysis last updated: Monday, May 19, 2025 at 11:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE 3-Month Volatility Index APARCH
paramt-stat
ω0.268518.21
α0.119033.94
β0.8494154.61
γ-1.0000-72.82
δ0.860932.91
Estimation Period:
Jul 17, 2006 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts