CBOE 3-Month Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:82.61% (-7.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1862 | 6.98 | |
| 0.0978 | 13.50 | |
| 0.9359 | 167.42 | |
| 0.2313 | 31.00 |
Estimation Period:
Jul 17, 2006 to Feb 13, 2026
Jul 17, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices