CBOE S&P 500 Spot Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:263.34% (-4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2302 | 9.32 | |
| 0.1362 | 12.87 | |
| 0.9556 | 266.33 | |
| 0.1591 | 14.42 |
Estimation Period:
Jan 3, 2006 to Feb 6, 2026
Jan 3, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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