CBOE 3-Month Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:85.17% (+22.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3851 | 21.54 | |
| 0.2098 | 26.95 | |
| 0.6541 | 60.91 |
Estimation Period:
Jul 17, 2006 to Jan 30, 2026
Jul 17, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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