CBOE S&P 500 One-Year Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:25.92% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2109 | 22.03 | |
| 0.3408 | 16.01 | |
| 0.8847 | 173.65 | |
| 0.1682 | 9.75 |
Estimation Period:
Jan 3, 2007 to Nov 7, 2025
Jan 3, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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