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	param	t-stat
$ω$	0.0507	16.03
$α$	0.1579	30.43
$β$	0.8066	148.01

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CBOE S&P 500 Dispersion Basket Index GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:17.12% (+2.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Dispersion Basket Index Analyses