CBOE VIX Tail Hedge Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:10.95% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 0.85 | |
| 0.2345 | 22.89 | |
| 0.9728 | 742.06 | |
| -0.0883 | -10.83 |
Estimation Period:
Mar 31, 2006 to Nov 28, 2025
Mar 31, 2006 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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