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	param	t-stat
$ω$	0.3847	3.29
$α$	0.0354	5.16
$β$	0.9222	55.16
$γ$	0.1822	20.43

V-Lab

CBOE S&P 500 9-Day Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:229.44% (+0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 9-Day Volatility Index Analyses