V-Lab
V-Lab
CBOE Google Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:103.14% (-5.87%)
Analysis last updated: Monday, May 19, 2025 at 11:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Google Volatility Index EGARCH
paramt-stat
ω2.222516.87
α0.382524.07
β0.458414.39
γ0.01831.10
Estimation Period:
Jan 7, 2011 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts