CBOE Goldman Sachs Volatility Index EGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
82.51%
decreased by 2.47%
1 Week
83.24%
decreased by 1.74%
1 Month
85.70%
increased by 0.72%
Analysis last updated: Thursday, June 11, 2026 at 11:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1109 | 5.49 | |
| 0.0888 | 17.23 | |
| 0.9691 | 252.50 | |
| 0.1293 | 21.04 |
Estimation Period:
Jan 7, 2011 to Jun 5, 2026
Jan 7, 2011 to Jun 5, 2026
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