CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:88.11% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.3442 | 19.83 | |
| 0.1134 | 6.88 | |
| 0.0110 | 0.36 | |
| 1.0463 | 0.37 | |
| 0.0199 | 0.53 | |
| 0.9641 | 13.32 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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