CBOE 3-Month Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:101.09% (-16.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1857 | 7.05 | |
| 0.0987 | 13.54 | |
| 0.9363 | 169.65 | |
| 0.2294 | 30.51 |
Estimation Period:
Jul 17, 2006 to Oct 10, 2025
Jul 17, 2006 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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