CBOE S&P 500 9-Day Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:177.29% (-9.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3955 | 3.77 | |
| 0.0407 | 5.62 | |
| 0.9200 | 60.86 | |
| 0.1818 | 19.69 |
Estimation Period:
Jan 3, 2011 to Nov 28, 2025
Jan 3, 2011 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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