V-Lab: CBOE Volatility Index EGARCH Volatility Analysis

V-Lab

CBOE Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, June 13th, 2025:90.15% (+7.44%)

Analysis last updated: Friday, June 13, 2025 at 11:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2104	8.05
$α$	0.0873	17.15
$β$	0.9426	201.54
$γ$	0.1799	32.26

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts