CBOE Google Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:105.83% (-4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1362 | 16.90 | |
| 0.3835 | 24.53 | |
| 0.4760 | 15.45 | |
| 0.0224 | 1.38 |
Estimation Period:
Jan 7, 2011 to Jan 9, 2026
Jan 7, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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