CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0588	2.96
$α$	0.0597	8.42
$β$	0.9839	235.54
$γ$	-0.0840	-7.76

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Drouzhba Ad-Razgrad EGARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:27.94% (-11.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Drouzhba Ad-Razgrad Analyses