CBOE Google Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:138.78% (-11.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1240 | 16.94 | |
| 0.3852 | 24.69 | |
| 0.4788 | 15.66 | |
| 0.0233 | 1.43 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Google Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices