V-Lab
V-Lab
CBOE 1-Day Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:371.10% (-32.10%)
Analysis last updated: Thursday, May 8, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of CBOE 1-Day Volatility Index EGARCH
paramt-stat
ω2.17607.67
α0.11465.22
β0.656115.19
γ0.17206.90
Estimation Period:
May 13, 2022 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts