CBOE Google Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:99.54% (-7.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1338 | 16.89 | |
| 0.3837 | 24.53 | |
| 0.4765 | 15.47 | |
| 0.0225 | 1.38 |
Estimation Period:
Jan 7, 2011 to Jan 16, 2026
Jan 7, 2011 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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