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	param	t-stat
$ω$	0.1867	7.01
$α$	0.0982	13.54
$β$	0.9357	167.54
$γ$	0.2310	30.97

V-Lab

CBOE 3-Month Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, March 6th, 2026:96.57% (+14.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses