V-Lab
V-Lab
CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:73.44% (-3.98%)
Analysis last updated: Friday, July 11, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of CBOE NASDAQ-100 Volatility Index EGARCH
paramt-stat
ω0.228917.38
α0.18508.95
β0.9357323.10
γ0.12416.83
Estimation Period:
Jan 23, 2001 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts