V-Lab
CBOE S&P 500 9-Day Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:154.17% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4002 | 4.15 | |
| 0.0454 | 6.05 | |
| 0.9192 | 65.98 | |
| 0.1806 | 19.03 |
Estimation Period:
Jan 3, 2011 to Jul 3, 2025
Jan 3, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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