CBOE Google Volatility Index AGARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
107.10%
decreased by 6.64%
1 Week
112.37%
increased by 5.27%
1 Month
117.50%
increased by 10.40%
Analysis last updated: Friday, March 20, 2026 at 11:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 19.50 | |
| 0.1419 | 19.65 | |
| 0.5941 | 47.06 | |
| 0.0276 | 0.06 |
Estimation Period:
Jan 7, 2011 to Mar 13, 2026
Jan 7, 2011 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Google Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices