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	param	t-stat
$ω$	0.0383	7.24
$α$	0.2165	35.88
$β$	0.7414	199.04
$γ$	0.4894	12.67

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CBOE S&P 500 Dispersion Basket Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:21.54% (+3.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Dispersion Basket Index Analyses