CBOE VIX Tail Hedge Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.72% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 0.73 | |
| 0.2314 | 22.54 | |
| 0.9729 | 747.26 | |
| -0.0875 | -10.73 |
Estimation Period:
Mar 31, 2006 to Jan 30, 2026
Mar 31, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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