Recently, there has been growing attention to studying uncertainty measures for doubly truncated random variables. In this article, the concept of varextropy for doubly truncated random variables is introduced. The changes of this measure under linear transforms are investigated. Also, lower and upper bounds for the interval varextropy under some conditions are obtained, and some other properties for this measure are proved. In the following, three estimators for the interval varextropy are proposed. A simulation study has been carried out to investigate the behavior of estimators. At the end, an application for these estimators is proposed.
