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	param	t-stat
$ω$	0.1868	7.02
$α$	0.0984	13.57
$β$	0.9357	167.75
$γ$	0.2315	31.06

V-Lab

CBOE 3-Month Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:114.23% (+14.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses