CBOE 3-Month Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:96.65% (+5.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4067 | 21.61 | |
| 0.2116 | 27.14 | |
| 0.6524 | 60.76 |
Estimation Period:
Jul 17, 2006 to Mar 6, 2026
Jul 17, 2006 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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