CBOE Volatility Index - OLD AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 24th, 2021):
1 Day
156.63%
1 Week
151.07%
1 Month
136.77%
Analysis last updated: Thursday, February 3, 2022 at 04:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0559 | 7.87 | |
| 0.1194 | 50.99 | |
| 0.7982 | 291.83 | |
| -4.3714 | -25.54 |
Estimation Period:
Jan 2, 1990 to Aug 27, 2021
Jan 2, 1990 to Aug 27, 2021
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