V-Lab
V-Lab
CBOE 3-Month Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:70.89% (-8.41%)
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 GARCH
paramt-stat
ω3.282121.12
α0.209326.14
β0.661662.13
Estimation Period:
Jul 17, 2006 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts