CBOE 3-Month Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:91.29% (-11.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2650 | 18.69 | |
| 0.1209 | 35.80 | |
| 0.8479 | 156.12 | |
| -1.0000 | -92.91 | |
| 0.8415 | 32.82 |
Estimation Period:
Jul 17, 2006 to Feb 6, 2026
Jul 17, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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