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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.2071	21.87
$α$	0.3410	16.10
$β$	0.8863	177.50
$γ$	0.1692	9.89

V-Lab

CBOE S&P 500 One-Year Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.45% (-1.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 One-Year Volatility Index Analyses