V-Lab
V-Lab
CBOE Google Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, July 10th, 2025:103.59% (+2.07%)
Analysis last updated: Thursday, July 10, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Google Volatility Index EGARCH
paramt-stat
ω2.192716.85
α0.382824.13
β0.464814.75
γ0.01861.12
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts