CBOE 3-Month Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:53.15% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1872 | 7.06 | |
| 0.0985 | 13.54 | |
| 0.9357 | 168.17 | |
| 0.2303 | 30.74 |
Estimation Period:
Jul 17, 2006 to Dec 5, 2025
Jul 17, 2006 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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