V-Lab
V-Lab
CBOE Google Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, July 10th, 2025:100.10% (+3.51%)
Analysis last updated: Thursday, July 10, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Google Volatility Index APARCH
paramt-stat
ω1.00006.33
α0.173316.92
β0.507914.10
γ0.00060.01
δ0.50008.36
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts