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	param	t-stat
$ω$	0.3904	3.43
$α$	0.0366	5.26
$β$	0.9211	56.41
$γ$	0.1816	20.21

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:258.62% (+24.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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