V-Lab
V-Lab
CBOE 3-Month Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:65.09% (-6.65%)
Analysis last updated: Monday, June 30, 2025 at 11:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE 3-Month Volatility Index GARCH
paramt-stat
ω3.295421.18
α0.208126.14
β0.661862.21
Estimation Period:
Jul 17, 2006 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts