CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0046	2.07
$α$	0.0116	115,800.00
$β$	0.9261	29.98
$γ$	1.0000	9,999,900.00
$δ$	3.0000	3.12

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Varna-Plod AD APARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:43.17% (-1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Varna-Plod AD Analyses