CBOE 3-Month Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:102.96% (+24.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2662 | 18.64 | |
| 0.1207 | 35.66 | |
| 0.8477 | 155.69 | |
| -1.0000 | -90.10 | |
| 0.8441 | 32.79 |
Estimation Period:
Jul 17, 2006 to Jan 30, 2026
Jul 17, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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