V-Lab
V-Lab
CBOE 3-Month Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:53.53% (-3.82%)
Analysis last updated: Friday, September 12, 2025 at 11:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE 3-Month Volatility Index EGARCH
paramt-stat
ω0.18657.34
α0.100413.69
β0.9361175.22
γ0.228930.35
Estimation Period:
Jul 17, 2006 to Sep 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts