CBOE Volatility Index - OLD GARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 24th, 2021):
1 Day
171.68%
1 Week
167.15%
1 Month
153.45%
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 | |
|---|---|---|
| 2.9611 | 21.60 | |
| 0.1210 | 35.09 | |
| 0.8263 | 157.87 |
Estimation Period:
Jan 2, 1990 to Aug 27, 2021
Jan 2, 1990 to Aug 27, 2021
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