CBOE 3-Month Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:112.22% (-8.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2649 | 18.68 | |
| 0.1207 | 35.87 | |
| 0.8479 | 156.23 | |
| -1.0000 | -94.10 | |
| 0.8404 | 32.80 |
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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