CBOE S&P 500 Constituent Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.89% (-3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2703 | 15.72 | |
| 0.2066 | 20.57 | |
| 0.9092 | 178.87 | |
| 0.1073 | 12.22 |
Estimation Period:
Jun 19, 2014 to Feb 6, 2026
Jun 19, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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