V-Lab
CBOE S&P 500 9-Day Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:207.90% (-20.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4046 | 4.28 | |
| 0.0464 | 6.13 | |
| 0.9184 | 67.02 | |
| 0.1801 | 18.91 |
Estimation Period:
Jan 3, 2011 to Jun 18, 2025
Jan 3, 2011 to Jun 18, 2025
News Impact Curve
Volatility Forecasts
Other CBOE S&P 500 9-Day Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices