CBOE S&P 500 9-Day Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:179.57% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3976 | 3.81 | |
| 0.0412 | 5.65 | |
| 0.9196 | 61.28 | |
| 0.1820 | 19.54 |
Estimation Period:
Jan 3, 2011 to Oct 31, 2025
Jan 3, 2011 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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