CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:105.06% (-13.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2177 | 31.14 | |
| 0.6742 | 44.23 | |
| -0.1762 | -22.16 | |
| 1.3642 | 1.18 | |
| 0.0652 | 1.48 | |
| 0.8946 | 11.64 |
Estimation Period:
Jan 7, 2011 to Feb 20, 2026
Jan 7, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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