CBOE 3-Month Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:98.98% (+15.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4062 | 21.61 | |
| 0.2109 | 27.12 | |
| 0.6528 | 60.81 |
Estimation Period:
Jul 17, 2006 to Mar 13, 2026
Jul 17, 2006 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
Other GARCH Analyses on Volatility Indices