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CBOE Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 28th, 2019:129.42% (-7.14%)
Date Range:

from

to

Window:

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Volatility Index EGARCH
Volatility Summary Table

Closing Level:

15.85%

Return:

-6.53%

1 Week Pred:

126.07%

Average Week Vol:

124.89%

Average Month Vol:

134.75%

1 Month Pred:

116.88%

Min Vol:

52.41%

Max Vol:

281.97%

6 Month Pred:

101.87%

Average Vol:

101.10%

Vol of Vol:

75.12%

1 Year Pred:

99.20%