CBOE Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:152.37% (+30.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2138 | 7.79 | |
| 0.0845 | 16.87 | |
| 0.9416 | 192.28 | |
| 0.1839 | 33.48 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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