CBOE S&P 500 6-Month Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:63.27% (+15.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1441 | 9.19 | |
| 0.1443 | 17.59 | |
| 0.9363 | 231.47 | |
| 0.2117 | 25.85 |
Estimation Period:
Jan 2, 2008 to Jan 30, 2026
Jan 2, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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