V-Lab
V-Lab
CBOE 3-Month Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 5th, 2025:78.73% (-12.53%)
Analysis last updated: Tuesday, August 5, 2025 at 11:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE 3-Month Volatility Index EGARCH
paramt-stat
ω0.18787.41
α0.101413.77
β0.9357175.49
γ0.229030.26
Estimation Period:
Jul 17, 2006 to Aug 1, 2025
Impact of return on volatility tomorrow
Volatility Forecasts