CBOE Volatility Index

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	param	t-stat
$ω$	0.5569	21.46
$α$	0.2528	31.69
$β$	0.7826	74.77
$γ$	-0.0244	-3.38

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Dic Holdings Construction EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:44.76% (+3.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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