CBOE Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:129.36% (-23.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2140 | 7.79 | |
| 0.0845 | 16.87 | |
| 0.9415 | 192.19 | |
| 0.1845 | 33.60 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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