V-Lab
V-Lab
CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:89.63% (-2.99%)
Analysis last updated: Friday, June 13, 2025 at 11:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE NASDAQ-100 Volatility Index EGARCH
paramt-stat
ω0.228717.46
α0.18538.97
β0.9358324.15
γ0.12396.84
Estimation Period:
Jan 23, 2001 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts