CBOE 3-Month Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:60.69% (-4.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3625 | 21.39 | |
| 0.2088 | 26.58 | |
| 0.6568 | 61.24 |
Estimation Period:
Jul 17, 2006 to Nov 7, 2025
Jul 17, 2006 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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