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	param	t-stat
$ω$	0.1866	7.01
$α$	0.0982	13.54
$β$	0.9358	167.67
$γ$	0.2315	31.00

V-Lab

CBOE 3-Month Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:83.61% (-15.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses