Sorry. I'll just repost the code with the data file attached.
[x,fval]=fmincon(@ollh,x0,[],[],[],[],[],[],@mycon)
function f=ollh(x)
r=xlsread('HW_3_Data','old vix','j4:j1257');
ovix=xlsread('HW_3_Data','old vix','f4:f1257');
sigma=var(r);
omega=sigma*(1-x(1)*(1+x(3)^2)-x(2))...