CBOE Google Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:98.06% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 19.56 | |
| 0.1419 | 19.53 | |
| 0.5982 | 47.80 | |
| 0.4340 | 0.92 |
Estimation Period:
Jan 7, 2011 to Oct 17, 2025
Jan 7, 2011 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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