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	param	t-stat
$ω$	0.3173	19.98
$α$	0.3225	34.62
$β$	0.9445	333.97
$γ$	-0.0098	-0.99

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

Volatility Prediction for Wednesday, February 11th, 2026:232.65% (-14.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Left Tail Volatility Index Analyses