CBOE Google Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:105.34% (+0.48%)
Parameter Estimates
param | t-stat | |
---|---|---|
2.1613 | 16.89 | |
0.3818 | 24.24 | |
0.4711 | 15.16 | |
0.0175 | 1.06 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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