V-Lab
V-Lab
CBOE S&P 500 9-Day Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:185.07% (-11.48%)
Analysis last updated: Friday, September 19, 2025 at 11:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE S&P 500 9-Day Volatility Index EGARCH
paramt-stat
ω0.39393.96
α0.04315.87
β0.920464.09
γ0.180719.24
Estimation Period:
Jan 3, 2011 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts