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	param	t-stat
$ω$	0.2006	13.62
$α$	0.1786	17.94
$β$	0.9498	295.81
$γ$	0.1355	14.30

V-Lab

CBOE DJIA Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:96.43% (-3.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE DJIA Volatility Index Analyses