CBOE 1-Day Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:467.07% (+14.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6840 | 6.86 | |
| 0.0689 | 4.13 | |
| 0.7343 | 20.59 | |
| 0.1892 | 9.93 |
Estimation Period:
May 13, 2022 to Jan 30, 2026
May 13, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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