CBOE 3-Month Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:56.15% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3759 | 21.43 | |
| 0.2094 | 26.73 | |
| 0.6554 | 60.99 |
Estimation Period:
Jul 17, 2006 to Dec 12, 2025
Jul 17, 2006 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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