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	param	t-stat
$m$	21
$α$	0.1752	19.14
$β$	0.6928	40.02
$γ$	-0.1752	-9.56
$λ_{1}$	0.8975	0.45
$λ_{2}$	0.0058	0.74
$λ_{3}$	0.9883	50.33

V-Lab

CBOE S&P 500 9-Day Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:209.77% (-12.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 9-Day Volatility Index Analyses