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	param	t-stat
$ω$	0.3859	3.31
$α$	0.0354	5.16
$β$	0.9220	55.20
$γ$	0.1821	20.44

V-Lab

CBOE S&P 500 9-Day Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:249.46% (+24.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 9-Day Volatility Index Analyses