V-Lab
V-Lab
CBOE 3-Month Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:139.05% (+6.03%)
Analysis last updated: Thursday, April 17, 2025 at 11:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE 3-Month Volatility Index EGARCH
paramt-stat
ω0.18787.38
α0.103113.71
β0.9357173.92
γ0.228929.41
Estimation Period:
Jul 17, 2006 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts