We report observations of extreme events (or dissipative optical rogue waves) in a laser with a modulated parameter (cavity losses). Experimental data supporting the hypothesis that these events are related with multi-stability and external crises is presented. It is also shown that the time separation between a pulse and an extreme event can be predicted more accurately than that between pulses of average intensity, in agreement with the theoretical description and opening the road to the prediction and control of extreme optical events.