CBOE Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:115.40% (-8.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2078 | 44.51 | |
| 0.7494 | 103.84 | |
| -0.2078 | -29.58 | |
| 0.0470 | 1.52 | |
| 0.0045 | 3.51 | |
| 0.9944 | 552.76 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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