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	param	t-stat
$ω$	0.0153	4.28
$α$	0.2069	13.99
$β$	0.9500	422.98
$γ$	-0.1448	-11.43

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CBOE S&P 500 Dispersion Basket Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:21.42% (+3.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Dispersion Basket Index Analyses