V-Lab
V-Lab
CBOE Google Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:111.00% (-0.46%)
Analysis last updated: Friday, July 4, 2025 at 11:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Google Volatility Index GARCH
paramt-stat
ω5.00005.59
α0.02177.23
β0.890053.08
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts