CBOE 3-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:77.61% (-7.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2796 | 39.75 | |
| 0.7480 | 87.36 | |
| -0.2796 | -27.30 | |
| 1.7893 | 0.63 | |
| 0.0219 | 0.62 | |
| 0.8934 | 5.29 |
Estimation Period:
Jul 17, 2006 to Feb 13, 2026
Jul 17, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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