CBOE 3-Month Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:122.83% (+27.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3376 | 21.29 | |
| 0.2077 | 26.28 | |
| 0.6592 | 61.40 |
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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