CBOE Google Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:100.37% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 19.27 | |
| 0.1330 | 19.58 | |
| 0.6034 | 49.03 | |
| -0.1328 | -0.27 |
Estimation Period:
Jan 7, 2011 to Dec 12, 2025
Jan 7, 2011 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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