CBOE 3-Month Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:93.30% (-12.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2646 | 18.43 | |
| 0.1198 | 35.22 | |
| 0.8490 | 155.47 | |
| -1.0000 | -88.28 | |
| 0.8448 | 32.64 |
Estimation Period:
Jul 17, 2006 to Oct 10, 2025
Jul 17, 2006 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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