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	param	t-stat
$ω$	15.0000	25.90
$α$	0.2265	48.94
$β$	0.7296	215.74
$γ$	-1.2685	-3.17

V-Lab

CBOE S&P 500 Left Tail Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:165.80% (-12.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Left Tail Volatility Index Analyses