CBOE Global Markets Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.67% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 10.39 | |
| 0.1619 | 18.14 | |
| 0.9576 | 304.98 | |
| -0.0618 | -9.38 |
Estimation Period:
Jun 15, 2010 to Feb 6, 2026
Jun 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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