V-Lab: CBOE Volatility Index EGARCH Volatility Analysis

V-Lab

CBOE Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:96.17% (+12.59%)

Analysis last updated: Monday, July 7, 2025 at 11:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2113	8.06
$α$	0.0872	17.15
$β$	0.9423	200.76
$γ$	0.1805	32.40

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts